A grey knight would stand against everything a Horusian is trying to acchieve. I meant for the grey knight to join the Thorian Inquisitor, it would make absolutely no sense for a grey knight to join the Horusian one indeed.
If you're undecided, just go with the one that has the least members.
Now while there are no specific rules that 'must' be fulfilled, it would greatly help to Inquisitors to have several types of henchmen availabe. The following is a citation from http://warhammer40k.wikia.com
, though I'll post it to provide a quick help for those trying to create a character for the Inquisitorial retinues.
"Often experienced inquisitors or ones in need of specific services depending on ordo or the current situation at hand will have retinues of henchmen that he has deemed most useful. These retinues can be made up of a variety of individuals from Chirurgeon medics to lobotomised gun servitors carrying massive heavy weapons. The full list of known used henchmen is described below:
* Acolytes - Interrogator/Explicator: An Inquisitor can take on apprentices and teach them everything they know so that they too can some day be full inquisitors like their master.
* Chirurgeons - Torturer/Excoriator/Sister Hospitalier: Members of the orders hospitalier or just those trained in torture and punishment, they can aid an Inquisitor in interrogating prisoners or healing wounds done to the Inquisitor in battle.
* Familiars - Cherubim/Servo-skull/Psyber-eagle: By far the strangest of henchmen, familiars boost the psychic prowess of Inquisitors and allow him greater initiative. (N.B.: In Inquisitor game terms, these would normally be considered as part of a character's equipment, not as a member of the warband.)
* Hierophant - Castigator/Ecclesiarchy Priest/Exorcist: Fiery members of the Ecclesiarchy, they boost the faith of the demonhunters they are in service to and chant exorcisms and prayers that can cause agony to nearby daemons.
* Mystics - Astropath/Warp-Seer/Sanctioned Psyker: Sanctioned psykers used by the Inquisition to detect the presence of daemonic creatures.
* Penitent - Bound Psyker/Penitent Witch/Pariah: When a Witch Hunter makes a heretic psyker repent his sins (a notably rare event), he could become what could be called a "psychic lightning rod", absorbing the psychic attacks of other heretic psykers and protecting the inquisitor and retinue in battle.
* Sages - Autosavant/Lexmechanic/Calculus Logi: Individuals whose mathematical skills are so keen that they can calculate firing angles and trajectories perfectly, increasing the chance for an Inquisitor's ranged weaponry of hitting its mark.
* Warrior - Imperial Guard Veteran/Combat-Servitor/Gun-Servitor /Crusader: They act as bodyguards and gunmen for inquisitors that serve their master in the direct, physical combat against the minions of Chaos.
* Untouchables - Untouchable: Inquisitors may also bring in an untouchable to counter detection from that of another psyker or a group of psykers. Normally an untouchable do little more than serve as a "tourist" that follows the inquisitor. Use of untouchables in the Inquisition was first introduced by Inquisitor Eisenhorn who, after finding an untouchable, helps form a distaff because of their usefulness against the many powerful psykers the Inquisition encounters. (This distaff was attacked and destroyed by the heretic Pontius Glaw, but untouchables were used after their underrated ability saved Inquisitor Eisenhorn many times. Some examples of untouchables prominent in the Warhammer galaxy include Wystan Frauka of Gideon Ravenor's retinue, and Jurgen, who was used among other reasons by Commisar Ciaphas Cain.) "
I hope this will give some ideas, and I will be able to provide more information if one of these themes cathes your interest. The radical, Horusian, Inquisitor would be the only one who would take any chaotic or warp creatures, so keep that in mind.
Something else I forgot to provide last time, a starmap. http://www.joachim-adomeit.de/wh40k/spacemap/map.html
Now this map tries to follow canon, though is fanmade. Regardless it is helpful to know where exactly you are. The coordinates of the Calleras sytem (not shown on the map since I made it up) are x=2200 y=865