Everyone's favorite whine-stick of 5th edition reaches a new edition. Maybe this edition will see less unwarranted whining...
First thing we see with Grey Knights is Fortitude - it's still a quality spell but no where near what it was in 5th edition. A lot of us suspected each new army would get some sort of suppression resistance - rather, the entire ruleset gives every vehicle suppression resistance with the removal of damage rolls upon glancing hits. This still makes Fortitude a great psychic power for removing suppression damage results when they occur but they are much less likely to occur than before and this gives other vehicles an advantage. Furthermore, the occasional time Fortitude generates a perils result, the vehicle is actually damaged by losing a hull point.
Secondly, a lot of Grey Knight psychic powers got a subtle buff - there's a lot less aggressive psychic defense - i.e. psychic defense which stops you casting spells on yourself. The only armies left available with this option are Eldar, Space Wolves & Tyranids. This means all those self-buffing spells like Hammerhand, Astral Aim, Psychic Communion, Fortitude, etc. are easier to get off. Grey Knights also have access to some very cheap psykers in Inquisitors. Just over 50 points nets you someone who can grab one of the BRB powers (prescience jumps to mind...) and you can do the usual extra equipment to make the Inquisitor physically useful as well (i.e. Terminator armor + Psycannon).
Those are the more obvious changes which impact Grey Knights - a psychic army. What about the others?
Stormbolters receive a subtle (read, relative) nerf compared to all the rapid fire weapons out there. Previously at the 18.1"-30" range band, Grey Knights infinitely out shot rapid fire based units. Now they only out shoot them at two to one ratio. Their firepower is the same but they are more likely to be taking increased firepower from across the board. This sort of reduces the effectiveness of Strike Squads and Interceptors. They aren't bad but as we know, Grey Knights are just really expensive Marines in terms of defensive statlines. Although overall other armies generally out-range them, in the anti-infantry battles Grey Knights generally came out ahead because of stormbolters - this advantage has been diminished so those extra expensive bodies are more likely to fall down that little bit faster. Purifiers are still solid - multiple heavy weapons per five and the all important cleansing flame which can really help against large fearless units bogging down the Grey Knight army in midfield. That being said, with Psybolt ammunition, Grey Knights are one of the few armies where their most basic units can drain low AV vehicles of hull points quickly, particularly combined with their Psycannon heavy weapons (a 10-man squad with psybolt + psycannons will strip ~3 hull points from an AV11 vehicle).
Overwatch is a nice boon for Grey Knights - more commonly the shooting then counter-attacking army, overwatch lets any assault units which do get through (which should only happen due to random charge length getting the better of you), you can put out that extra bit of firepower. Ya, Psycannons in heavy mode + mass stormbolters can do a nice little number. Unfortunately, Incinerators aren't exactly cheap and take up Psycannon slots so generally won't be super useful choices as Overwatch weapons of choice.
Combat is still the bugaboo for Grey Knights and this is increasingly the case with 6th thanks to the way Fearless works and random charge distances. Random charge distances are, well random, but can now throw a spanner in the works of the fire and move principles of Grey Knight units on foot. Even getting charged 8" or 9" away can be a turn of shooting lost for Grey Knights. Overwatch helps mitigate against this but it's still an issue. Small Fearless units can also tie up shooting units and create a blockade in the middle of the field - both things Grey Knights don't want to have to deal with. Although shooting is still premiere in 6th, these couple of changes could spell doom for the superior shooting of Grey Knights. Don't worry though - there's always Allies.
The staples of the old Grey Knights book are still strong - Psybacks are cheap enough that their limited durability over time from the addition of hull points isn't a deterrent from taking a lot of them. They also have the strength to annoy other light transports and chip hull points off them (just less than one HP per Psyback against AV11), the rate of fire to help drop infantry and the twin-linking to put damage on flyers if necessary. Psyfledreads likewise are still a solid choice - AV12, backfield positioning and three hull points means they don't disappear quickly and twin-linked S8 rips through hull points like no tomorrow and has utility against flyers. Double FoC can allow you to take the extra couple of Psyflemen to really make the backfield firepower of Grey Knights insane though I'd prefer to just take four (and be able to split them evenly on flanks).
Paladins, despite the hoop-la, didn't really get better. Their standard force weapons are only AP3 so against 2+ units, well ouch. However, the reduction in AP for other power weapon options has also increased their durability - though the units which killed them before (like TH/SS) still do so relatively well now. Just mass power weapon units sort of bounce off them now (i.e. DCA). S8+ firepower still works and although Draigo can sit out front and beat his chest at the army, a little lateral thinking (and movement) can get around this. The lance spam of Dark Eldar still lols at this concept and with cover generally reduced to 5+ and on a per model basis combined with the concept of focus fire, Paladins are weaker still to what they were weakest to previously (lots of S8+ AP2- firepower). Random charge length does give them a bit more threat range but as we've seen countless times, the reliable charge ranges generally put them an inch or two slower if you want to be counting on this 90% of the time. Still, extra charge potential is always a boon for a unit good in combat.
Allies allows Coteaz to really go to town. No longer do you have to worry about having weak Troops with small henchmen squads - Allies can bring in something more durable which helps the army in other ways (it's our favorite pals, Deathwing!) without taking away from what Coteaz provides or requiring a Grandmaster to make Dreadnoughts/Purifiers/Paladins scoring. Add in that Coteaz also gets access to BRB powers and when Sanctuary isn't useful (i.e. vs Imperial Guard), he can bring a whole new set of powers. Flexibility. Also, if you want to go pseudo-guard...well you can literally use Imperial Guard now as an Allied contingent. Using Allies can really help Grey Knights fill out their firepower outside of the 24" of their foot weapons, 36" of Psybacks and 48" of Psyfledreads. Oh, and get them consistent melta platforms.
And speaking of Coteaz. Bolter acolytes are sickeningly efficient. DCA have the best of the new power weapon worlds - pick two which give you the ability to be the most effective against any given target. Psykers can really screw up parking lots and without Hoods, are much more reliable. Crusaders with Axes are fairly decent for 15 points a pop.
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So what does this mean overall? Allies will be pretty important for plugging extra holes around the really good options Grey Knights have (aka Henchies, Psybacks, Psyfledreads, Purifiers - there are still lots of good units around this though), especially if you're going with small henchmen squads. This is not the only way to run them though, Strike squads whilst relatively reduced in effectiveness are still solid units - when you surround them with appropriate support. Grey Knights can deal with flyers, vehicles and infantry well through shooting but a general lack of low AP weaponry through shooting and combat + the new way combat works can put that shooting on the back foot. Grabbing Allies or using the units within the Grey Knight army as buffers/counter-assault units which add to scoring potential/low AP firepower is going to see the army tick more efficiently overall and let the impressive and efficient shooting of Grey Knights continue to do its job.
Just remember, Grey Knights have no battle brothers so it's what the individual units bring - efficient choices will be paramount.
In the end, from our initial standpoint and playtesting so far, Grey Knights are looking as good as they were before (their actual good level btw, not the whinining, noob-stomping look).