Actually, some of your requests can never really be put into the game. The game is based upon the history and beliefs of the WH40k world.
Relic Entertainment consulted the makers of 40k, Games Workshop, into what units could wield what, etc.
I'm not sure that Kasrkins can wield Rocket Launchers. As far as I know, they can only wield their Hellguns (default weapon), grenade launchers, or plasma guns. The purpose for the IG's anti-infantry infantry, is that they have the best tanks in the 40k Universe to combat vehicles.
And I'm pretty sure they will add in the last major race in the next game, the Tyranids. There are subraces (Dark Eldar, Grey Knights, Witch-Hunters), but I'm not sure if they are really going to add that.
For the info on a Grey Knights campaign, check Google for Inquisition: Daemonhunt. It's a Grey Knight mod, based around the Inquisitorial part of the Imperium. It will be a full-scale game conversion (meaning that it will have it's own campaign, skirmish maps, and main menu).
[Edited by TheGreyKnight, 6/18/2007 8:22:43 PM]