Dealing with big baddies: Mechanicum Castellax.
Here's one of Keepy's Castellax (aka, that jerk Billy)
What does this mean for the average Legion player? Well, you can get 20 tactical marines for the cost of 3 of these guys fully upgraded. They are pumping out shots that hit on 3's and kill on 2's. So lets look at the math on shooting in a flat one-on-one scenario:
Castellax output: 3 castellax fire @24" 9 shots, you get 6 hits, and of that 5 kills on power armour, with the associated pinning check.
Tactical Squad output: 20 marines fire @24" 20 shots, you get about 15 hits, and of that you'll cause 2 wounds, which the castellax get a save against. @12" you can increase to 4 wounds, and with fury of the Legion, you can get 8.
Those are not great odds. So how do you kill that which has no life?
Well, there is a quick way to cause casualties, and I call him gamblor! Wait, no, I call him a Librarian with the Telepathy Primaris, Psychic Shriek. He gets to roll 3D6 and subtracts the target's leadership. The difference between the two is the number of wounds caused, WITH NO ARMOUR SAVES ALLOWED!. If you cast this power once, you can kill one, and half kill another, with averages. The down-side is you have to be within 12" to get it off. So what do you plan for at this range? I personally would be running the Librarian with a force sword and a 9 man tactical veteran squad. I'd be hoping to get dominate, invisibility or hallucination. If you can cast any combination of these, you can really hurt them. The Castellax only have 2 attacks each, but they have 2 flamers each which can be nasty on the charge. By using Hallucination, you can cause them to strike one another, or stand there drooling (if a Castellax can even drool?), and Dominate gives you an almost 50% of having them fail in their attempts to overwatch. I would then charge with the marines and the Librarian. In round one, you want to use your superior attacks to cause the casualties, and if you have the warp charge, you would force weapon the castellax to death. I cannot stress enough, you CANNOT let them charge you.
So, how do you get into a position to hit these guys?
Well, cover is the big one here. The Castellax are shortasses, as far as Monstrous Creatures go. Even a Rhino can hide you from their line of sight, if you use it wisely. A Land Raider is excellent against these guys, because although they can hurt it in close combat, if it's upgraded with ceramite, not even their multi-meltas can penetrate it. It is the perfect platform for your Librarian and his escorting squad. A further point to note with cover, is that the Castellax lack assault grenades, so if they attempt to attack through cover, power fists and the such can strike against them in a timely fashion.
What if I don't have a spare Librarian?
That's not the worst thing in the world. Units such as Legion destroyers with Rad Missiles can take down Castellax fast, provided they don't take too many casualties. Their small blast attacks wound on 2's, and for every wound caused on a multiple wound model causes it to lose a point of toughness. 2 wounds and they are toughness 5, easy to pick off with bolters at that point.
Another option to consider is a Mortis Contemptor with twin Kheres Assault Cannons. The shooting from a single dread should kill one Castellax per turn, thanks to the buckets of bullets they can dump down range.
These are my choices, I nominated the Librarian as the primary choice, as it is a very common HQ due to the massive buffs/debuffs he can grant. I have used this model a fair bit myself, and I have a lot of faith in this combination. This isn't to say that it's the only way, nor the easiest to deal with these bad boys, but this is how you have to think when you go into a tournament and your list isn't optimised to kill mechanicum. You have to think on your toes, and you have to think fast.
My final piece of advice is this: don't let their models determine how you play the game, let the mission determine it.