This is going to sound rather goofy, but I have had a ridiculously good run of success of killing characters with Terminator Squads.
Load them up with Assault Cannon and Storm Bolter goodness, teleport them in behind the character (Canny opponents will cover their characters behinds, of course, but it is surprising how many don't and then move forwards to allow that space)
Then, of course, you pop Deathwing Assault (I of course use Strike of the Archangels for the same purpose) and turn that character into a gooey mess.
It is immensely satisfying to imagine the enemy character, staring down your space marines with a smirk on his face, safe in the knowledge that there are twenty or so goons between him and you, only for five walking tanks to get the drop on him and cut him down to shreds.
As a next step, I tend to make the effort to charge into the characters bodyguard, who at this point are standing drop jawed at the actual death squad that has graced them with their presence. (or the target character, if they've somehow survived all of those bullets, because what a storm bolter won't kill a power fist surely will!)
Terminators, they're Proper Space Marine Assassins!