New IG Player

[WestRider]

Yeah, you have to take one, and only one Command HQ. Like Nids, it's best to try to keep Guard Cheap and numerous when you're going for the basic build, but if you're trying to do something that the army wasn't really designed to do, there are some upgrades that are very worthwhile. If you're going to try for short range firefights, Carapace Armour is very worthwhile, since most of your casualties will either be coming from Small Arms Fire, which is pretty much universally AP5, or CC, where you'll get your Save against most attacks.

I then chose to go with Grenadiers and Veterans, since they can pack multiple Special Weapons, which will give you a major short ranged firepower boost. They're also both BS 4 Units, which helps as well, because at that range, IG need to make every shot count.

Be careful, though. It is still very possible to dump way too many upgrades on your Units. I played against an IG player a couple of months ago who used Carapace Armour, Cameleoline, and SharpShooters on all of his Squads, with the result that he only had about 60 Models at 1750 Points. I've run a higher Model Count in 1500 Point CSM armies.

For the army I gave above, I would suggest possibly swapping out a few of the Specials for PlasmaGuns. The general tactic would then be to advance with the StormTroopers in the lead and blast away as best you can. When you get Charged, Counter-Charge with the Vets and HQ.

EDIT: I just realized that I forgot to answer your whole question. I don't really like the IG HQ set that they have. It's pretty limited, really. I'd rather pick up some regular troopers and convert them, and then maybe grab an Officer and/or Commissar Blister for those bits. You'll end up with something cooler looking, and probably with more useful options.

[Psychichobo]

That's something I've liked about the guard, as being just your average human you can customise their appearance to a remarkable level with a feasible excuse. Seen the Tau auxiliary guard on the GW website? Funky.

[T Spear_Chucker]

Basilisks, elite infantry (including grenadiers) w/plasmas, and counter-charging vets/hq. Got it.
Also, I've noticed in the wargear section that some of the items (like demolition charges) do not have a points cost. Does this mean that they're free?

[zeewulf]

If I had my codex with me (it won't be here for a couple more weeks), I'd tell ya..but I think it does cost something like 10 points. What I know for sure, though, is you can only have 1 in your squads unless you pull out some Last Chancer Cheese.

[WestRider]

The Demo Charge doesn't have a cost because it's not an Armoury item, it's a Squad Upgrade. The Points Cost is listed under the two Units that can take it, Special Weapons Squads and Last Chancers. Any other items without a listed Points Cost are a similar situation.

Also, note that my advice on this army is, to a fairly large extent, theoretical. I've played IG for years, and have used most of the available options, but I've almost always played them fairly defensively, so I'm trying to extrapolate from my experiences and BatReps from people who do use their Guard more aggressively.

The Imperial Guard Mailing List on YahooGroups has some people on it who can probably give you some advice based on actual first hand experience. Best place on the net for IG discussion that I've seen so far.