For the Leman Russ' the main one I would go for is the Eradicator against Tau since it pierces fire warrior armour and is cheap, so won't cost too much if it blows up turn 1. Also, its main cannon insta- kills T3 and ignore's cover, plus has a decent range so you won't have to get too close to start being killy, as opposed to the demolisher.
Alternatively the Wyvern is so cheap and so effective. I have never used one myself, but it looks insane, especially since you can sit behind blocking terrain and so avoid the Tau's long-range fire power. This likely makes it more effective versus Tau than any of the Russ'.
The Hellhound would also be an interesting choice against Tau, especially now that it is a Fast Tank.
Against generic Marines the Wyvern is still powerful if a little diminished, for the Russ' the Battle Tank is not too bad for shutting down areas of the battlefield and killing tactical marines, however your opponent can simply form two 5-man squads instead of one 10 man which somewhat hurts this tank. The Vanquisher is great against Land Raiders, however a tank commander is useful for this tank as otherwise it hits of 4's which is a little bit sucky. I have never tried the Executioner so I am not too sure how it would fare, though in theory it looks promising against marines. The demolisher is likely your best bet with rear armour 11 to be safe from bolters, plus AP2 so killy against TEQ, however it's high points does make it a steep price for something that will spend Turn 1 and 2 not shooting.
The Bane Wolf might be an interesting choice with its 2+ to wound AP3 weapon. However it does need to get scarily close to do anything, and costs about the same as a Leman Russ.
Sentinels may be a good choice against marines as it wastes their good shooting on a cheap unit that can also be very effective with the right weapon upgrades. Autocannons or Missile Launchers are the stars here because they can move and shoot, and keeps them cheap. I would not use these against Tau because they will get blasted by Fire Warriors and die; however I have not tried so it might be a good strategy against them.
I hope this helps, I realise its been a few months. Good luck!