Dark Angels: Grand Master Azrael
Eldar: Illic Nightspear
I also use him to create immovable Dark Reaper Squads, cause Dark Reapers with Shrouded is a dangerous combination or I use him to Outflank short range units like Guardians and Fire Dragons.
Tau: Commander Farsight
Since the old days, I've loved Farsight, a lovable renegade seeking to slay Orks. His new model is amazing and its a true testament to him that I bought the model before I even knew his rules. Apart from the obvious Mega Bodyguard Deathstar that I love using, I use Farsight and a single Bodyguard with XV8-05 Crisis 'Iridium' Armour this means that any small arm fire is palmed of to the Bodyguard and any AP2 is taken on Farsight's Invul. also since the Iridium Armour increases toughness by 1, Farsight and his Bodyguard have a majority toughness of 5 making them even harder to kill and leave a lot of points not spent on Bodyguards to put into things like Pathfinders and Riptides.
Eldar: Eldrad Ulthran
Dark Eldar: Lelith Hesperax
I typically give her a retinue of Grotesques, their Toughness, mass of Wounds and a free Pain Token make them great wound absorbers so that Lelith gets to combat unscathed, but other units like Incubi or Bloodbrides work well and I use them too. I also like sticking Lelith behind an Aegis Defence Line or on a Bastion with Icarus Lascannon, since we can't waste her BS9 now can we?
Anyway, I do hope you enjoyed my first attempt at a blog and hope to hear what you think :)