I am somewhat of an Warhammer Empire fan (in the same way that Goge Vandire was somewhat power hungry). Time to bring them into my favourite gaming system: Warhammer 40k.

What units do I like? Handgunners as medium infantry, Cannons, Steam Tanks (and other gunpowder units) being my main part of the army while Demigryph Knights and Karl Franz, supported by Volkmars holy ride, as my elite knightly part of the army. I think that play style can be translated fairly well into 40k. A, sort of, steampunk knightly ecclesiarchal order of faithful dudesmen.
My first instinct was Siege Vanguard, however they did not have any medium infantry and no mounted units. With DA, who have excellent mounted units, I had no success either, because they lacked cannons. SM was the closes I have gotten. They have a pretty decent mounted section (Chapter Master = Karl Franz, Command Squad = Demigryphs), Scouts as medium infantry and Thunderfire Cannons. However, I do not find SM Tanks all that enticing.
Imperial Guard are also pretty solid. Awesome tanks and medium infantry (carapace vets) but they lack a fat mounted HQ and no cannons.

So, as much as I dislike having to dabble in allies, so you think a mix between SM + IG would work? I am looking as cheap medium infantry to score objectives, CS + CM to do some damage, Thunderfires and tank (Battle Tanks, Eradicators and Demolishers) for long-ranged duty. Basically, bring massed firepower to crush the opponent at all ranges, be they tank or infantry.
Or am I better served with staying pure SM and dabble in SM Mech in order to avoid the HQ and Troops tax of IG? (Armoured Battlegroup is out of the question, unfortunately).
Either way, I will throw in an Imperial Knight.

Let me know if you have any ideas.