Other verious bits of random info:
Their chapter number is 666 (a bit corny but oh well...)
The Grey knights are usually only deployed in very small numbers - one of the largest deployments ever was during the 1st Armageddon war when an entire company of GKs were deployed to counter Angron and the World Eateres.
IIRC each Grey Knight is a powerfull psycher and wears the special Aegis suit which is normally only reserved for the Librarians of the regular marine chapters. (this could be old fluff though...)
Uhm.... IIRC Grey Knights don't make use of Rhinos at all but instead uses either Land Raiders or possibly Chimeras (Not sure about the last bit) and of course teleportation devices.
Grey Knights are also never brain washed. In the Realm of HCao books the standard procedure for most Imperial forces who has encountered the forces of Chaos is termination. Marines are too precious a resource to kill but they undergo thorough brain wash and mind sweeping. Grey Knights and Inquisitors are the only Imperial troops who are allowed to know about the existence of Chaos.
...By the newer fluff thhe GKs are usually attatched to the Ordo Malleus of the Inquisition. The other branches have little use for their specialist daemon hunting abilities. However they will not fight alongside certain branches of the Ordo Malleus IIRC. I think it is somewhing about certain Inquisitors making use of Daemon Hosts etc. which doesn't go down too well with the GKs... ....But I'll leave it to others to give a better description of this since I cant really remember how this works...
Cheers!
) and heavy stuff such as Psycannon. 
