The problem with Grey Knights in Kill Team is that our cheapest infantry unit (Strike Squad) costs 110 points, which means we can only ever bring 1 single Squad of any unit, in addition to a couple upgrades or a transport.
As for what to take, you actually have quite a few options.
You could go for 6 or 7 Interceptors, kit them out and use your mobility to kite slower units with less firepower at range with your storm bolters (most rapid fire weapons need to be within 12 inches to be on par with your rate of fire). If you stay just within 24 inches at all times, you should be able to pick off a model or two at a time, while only letting your opponent fire with a few of his own models. Finally, you can quickly turn things around and get into assault quick.
Fielding a single Dreadknight is definently also an option, however, as you said, it might lose you a few friends...
Another way to go is to get 5 to 6 Purifiers, and stick them in a transport. If you go Razorback, I'd recommend giving them flamers, so they can get out, flame, and have some fire support to back them up. If you go for the rhino, grab them a double Psycannon and unload shots on them until they get close enough to get in range of cleansing flame.
Full Mech is another way to go, grab a Dreadnaught a Razorback, some upgrades, and poof, your done. You could also be a REAL jerk and take a Stormraven for 200 points. Now THAT will make people rage.
I don't recommend a Purgation or Strike Squad, because at 200 points, anything they can do, Interceptors (Deepstrike) or Purifiers (Psycannons in a Rhino) can do better.
Finally, you could go full FLUFFMODE (As I would
) and grab a 5 man Terminator Squad / 3 man Paladin Squad, kit them out with crazy wargear, and really feel that 1-man elite army aesthetic that makes us Grey Knights such special snowflakes.