Grey Knight Combat Patrol

I only entered the hobby in January, and have been working on an Adepta Sororitas army. I was looking for a way to boost them in battle, since they're pretty squishy, and realized I could take some Grey Knight Terminators through the Imperial Agents.

I was discussing that idea with my brother (who got me into the hobby). He said that he had an unopened box of the latest GK combat patrol that's been sitting in his pile of shame for the last year, and offered to send it up to me.

I'm planning on playing a few combat patrol games with it (since the latest sisters version is really lacking). My question is, since I need to take either the Terminator Squad or the Dread Knight, which is generally better to go with?

Also, any suggestions on good general strategies as I get used to the faction and the teleport ability.