As my last post suggested - I love Dreadnoughts.
To me, there is nothing more fantastic than a warrior who has been maimed, crippled or should otherwise be outright killed but refuses to die. Instead of euthanasia or accepting a non-combat role (a much worse fate than death), the Space Marine takes on the mantle of the Dreadnought - a machine weighing several tons, more heavily armored than most APC's, and armed to the teeth in deadly weapons. Sure, there's the drawbacks of having to essentially hibernate for centuries at a time or risk going insane due to being kept alive in a near death state and not being able to enjoy things like food or drink, but hey. For the Emperor.
I always find a way to field one of these things - even when it's tactically sound to field a different unit (like more Terminators or another Land Raider).
They're cheap and they have plenty of options for varied roles. These are similar to tactical marines in that they can be flexible in all aspects of warfare but can specialize to a degree.
1) Dreadnought with Multimelta, Heavy Flamer and Drop Pod - 150 Points
This is a fairly common set up. Having both a Multi-melta and Heavy Flamer allows your Dreadnought to engage either infantry or armor after exiting the Drop Pod. The short range of both weapons is largely negated by the Drop Pod. It's a fantastic (and relatively cheap) Dreadnought to use if you need an "In Your Face" anti-everything unit that your opponent will be forced to deal with.
2) Dreadnought with two Twin-Linked Autocannons - 125 Points
The Rifleman. This thing is made to slaughter light vehicles (Rhinos, Land Speeders, Raiders, etc) and man it is good at it. Against AV 11 or 10, you can expect it get 2 or more glancing or penetrating hits. Field two or three of these things and you can pretty much guarantee your opponent will be walking across the board. You won't be able to kill squat in CC, so stay far away and just unleash flak. Once you start facing AV 13 though, you're at an uphill battle, which brings me to the next choice.
3) Dreadnought with Twin-Linked Lascannon and Missile Launcher - 145 Points
This is the Dreadnought to use (at range) against heavier armor. It's less effective against lighter armor due to having less shots, but you're more likely to do something against AV13 or 14.
4) Dreadnought with Twin-Linked Lascannon and Heavy Flamer - 145 points
This is actually my favorite vanilla dreadnought. You have the power of a longer ranged anti-tank weapon as well as a crushing close range anti infantry weapon. Keeping the close combat weapon allows you to use this Dreadnought as a jack of all trades - if you need help in any field, this is there to help you out (but is not likely able to handle it all alone).
5) Dreadnought with Assault Cannon and Heavy Flamer (125)
Cheap and slaughters infantry gloriously. Try to aim him at heavier targets.
AV13 and Move Through Cover go a long ways to helping this thing survive. Unlike the other Dreadnoughts, a Drop Pod is practically mandatory or else you will spend most of the game running towards your target. Due to the close combat leanings of this guy, there is only one way I would field an Ironclad.
Ironclad Dreadnought with Heavy Flamer, Seismic Hammer and Drop Pod - 180 Points
This is the most common (and in my opinion) the most effective Ironclad. Have this baby drop down turn 1. If you are within the 6" melta range against a critical vehicle - do it. Otherwise, pop smoke launchers and wait for a turn. If your back is against the drop pod, it becomes exceedingly difficult to kill this Dreadnought while smoke launchers are up. If you survive, then charge forward, melta/flame whatever is juiciest and start tearing in with your giant fists o' fury. Frankly, vehicles should be your priority target. S10 and +1 on the damage chart from the Seismic Hammer makes a mockery of just about every piece of armor. If you have extra points, consider adding Ironclad Assault Launchers. Grenades are nifty for everyone.
Venerable Dreadnoughts are the expensive, survivable and more skilled big brothers of the vanilla Dreadnought. Due to a higher BS, I can easily encourage using some of the non-twinlinked weapons. You can field any of the vanilla dreadnought builds with this guy, but he can get really expensive, really quickly.
1) Venerable Dreadnought with Plasma Cannon and Heavy Flamer - 185 points
BS5 Plasma cannon is mmm delicious. The Heavy Flamer (notice a trend?) allows you to crush anything that gets too close to your lines. This guy should gladly tear into elite infantry and has the option of firing into light vehicles. Keep him near the middle of the table so he can lend his might wherever needed.
So that's Dreadnoughts in a nutshell. I hope you consider fielding one of these armored behemoths next time you play. I know I am :P