Well, it kind of depends. How competative an army are you looking for?
A competitive henchman army will involve a lot of flak armoured
IG toting stormtroopers, so probably not your bag baby!
GK themselves are very forgiving as an army (in my understanding) and pretty much anything you think about while putting together won't be awful...
To be honest, outside of tournament play, pretty much all the henchmen (outside of arcos and daemonhosts) are pretty good & having the odd unit here or there won't be the end of the world.
Here are a couple of lists which I've paper-hammer-ed. These arn't designed to be uber competative, but make the most of the models I have hanging around (I have a lot of GKS and stormtroopers hanging around!) so you can at least get a flavour:
GK - 1750
Librarian - 180- hammerhand, sanctury, quicksilver -
MC force halberd, 2 x servo skulls
Terminators - 225 - 5 x terminators, 1 x psycannon, mix of sticks
Strike squad - 195 - 5 x dudes, 1 x psycannon, all with swords - razorback - TLAC, psycannon bolts
Strike squad - 195 - 5 x dudes, 1 x psycannon, all with swords - razorback - TLAC, psycannon bolts
Strike squad - 195 - 5 x dudes, 1 x psycannon, all with swords - razorback - TLAC, psycannon bolts
Strike squad - 195 - 5 x dudes, 1 x psycannon, all with swords - razorback - TLAC, psycannon bolts
Strike squad - 160 - 5 x dudes, 1 x psycannon, all with swords - razorback - TLHB, psycannon bolts
Dreadnaught - 135 - psyfleman
Dreadnaught - 135 - psyfleman
Dreadnaught - 135 - psyfleman
Inquisition - 1750
Coteaz - 100
=][= - 52 - plasma pistol, power armour, servo skulls x 3
Henchmen - 125 - 7 x DCA - Chimera
Henchman - 222 - 9 x accolyte (all with carapace, 6 x hot shot lasguns, 3 x plasma gun), 1 x jokaero - chimera
Henchman - 222 - 9 x accolyte (all with carapace, 6 x hot shot lasguns, 3 x plasma gun), 1 x jokaero - chimera
Henchman - 125 - 5 x accolytes with stormbolters, 1 x Jokaero - chimera
Henchman - 125 - 5 x accolytes with stormbolters, 1 x Jokaero - chimera
Terminators - 225 - 5 x terminators, 1 x psycannon, mix of sticks
Interceptor squad - 290 - 10 x dudes, 2 x psycannons, 1 x hammer
Dreadnight - 130
Dreadnight - 130
Niether of these are particularly honed or competative, but I think they should do ok in a non-tournament scenario.