One of the combinations I have used in the past, to good effect, is allying a Grey Knight Nemesis Strike Force with the infamous Skyhammer Annihilation Force formation from the Space Marines faction (usually I go Ultramarines with this, for the “free” rerolls via the UM Chapter Tactics). Generally, I found that these two elements synergize quite well, especially if the GKs use the Nemesis Strike Force, which combines quite well with the Skyhammer Annihilation Force’s ability to choose what turn it will arrive on.
Here is the “foundation” of the list I used:
—Nemesis Strike Force—
 GK Librarian with PML(3)
 5 man GK Terminator squad (with one Daemonhammer and one Psycannon)
 2 x Nemesis Dreadknight (both with PT, Heavy Psycannon, Heavy Incinerator, and Daemonhammer)
—Ultramarines Skyhammer Annihilation Force—
 2 x 10 man Devastator squads (both with Drop Pods and 4 Grav Cannons each)
 2 x 5 man Assault squads (no upgrades)
The idea with these two lists is to maximize the Alpha Strike potential, especially with the potential for all units to come in from Reserve Turn 1 (or in the case of the Dreadknights, more often than not, start the game on the table and shunt 30″ upfield on Turn 1 to provide threat overload alongside the arriving Skyhammer units.
In terms of synergy, the Grey Knights bring the following to the army:
 Psychic Powers/Dice — Even this small force generates 6 WCs a turn and, between the automatic powers on the Terminators/Dreadknights and the wide-range of powers to choose from on the PML(3) Librarian, you can have tools to deal with any situation. You can even buff the Skyhammer units with power such as Prescience, Invisibility, and Phase Form, or alternately you can “debuff” the enemy with powers like Misfortune, Null Zone, and Subvert Machine.
 Anti-horde shooting — With Psycannons, Heavy Psycannons, Heavy Incinerators, and Storm Bolters, plus strong close combat abilities across the board, the Grey Knight half of this force can deal with hordes of light infantry that the Grav-heavy Skyhammer units might otherwise struggle against.
 Close Combat Power — The Librarian and Terminators hit solidly in the Assault phase by themselves, especially with guaranteed access to Hammerhand and Force Weapons, but the real threat here is the two Nemesis Dreadknights, who on the charge can generate 10 x S10 AP2 Force weapon attacks at I4 and WS5. Combine this with their superior mobility (from the Personal Teleporters) and strong durability (4W T6 protected by 2+/5++, which can bump up to a 4++ with successful casting of Sanctuary) and you have a close combat threat that can handle even the toughest units in the game, which is a strong compliment to the Grav shooting prowess of the Skyhammer Devastators.
As for the Ultramarine Skyhammer units, they bring to the army the following:
 Massed Grav-Shooting — With 40 Grav Shots a turn (including coming out of their Drop Pods, since they are Relentless), with re-rolls to Hit from Devastator Doctrine, and re-rolls to Wound/to Penetrate due to Grav Amps, all of which can be targeted at up to four different units a turn (thanks to Combat Squads), the Skyhammer Annihilation Force provides a threat that can be devastating to medium/heavy infantry, Monstrous Creatures, and even vehicles all game long.
 Mobile Skirmishers/Objective Grabbers — The two “bare bones” ASM squads have the ability to charge the same turn they arrive, making them an excellent “bully” unit for tying up enemy shooty unit or even a “sacrificial lamb” unit to assault powerful enemy combatants that you need to occupy for a turn or two while the rest of your Devastators and Grey Knights do their work. Additionally, with their inherent mobility, you can use the ASM to grab far-flung objectives all game long.
 Synergy Enhancers — You can also use the special rules of the Skyhammer formation to effectively “suppress” enemy units before they are charged simply by shooting at them; either they are forced to Go to Ground if they fail a 3D6 leadership check or, if they pass it, then they still cannot fire overwatch, making even Bolter armed Devastator Combat Squads quite solid at neutralizing key enemy units for a turn. Additionally, the ASM can be used as cheap skirmisher type units, screening other elements of your force from enemy assault and/or harassing your opponent’s plans with their maneuvering.
As you can see, the Skyhammer Annihilation Force is already a potent formation (one of the best in the game), but combined with these elements of a Nemesis Strike Force, they can make for quite a competitive Imperial “task force.”