I belive that Grey Knights can be build very easely compared to other races tier 2 units, wich causes a great disadvantage to the rest of the races.
For example chaos has to build circle of sacrifices in order to build berserkers,Eldar needs support portal to build spiders., Ork needs Pile o gunz etc...
It is very common that th Space marine player attaches a chaplain to a Grey Knight squad wich makes it almost invulnerable to any attack ranged or close combat attack.
One of the most popular case scenarios the answer would be ranged attacks or vehicles but the thing is that at this point you will be most probably tier1 or halfway tier 2, you wont be having the necesary stuff to counter.
I would suggest that could b a good idea to not let the chaplain get attached to the grey knights as the chaplain its actually there to support hes chapter and not the grey knights wich are an individual chapter and their appearence there is as if they where ally contingents etc..
Also making necesary the construction of a tier 2 building wich would make it fair to the other races like Choas or Eldar wich also have to build a tier 2 building and thus making it a little bit more dificult for the sm to rush Grey Knights.
My evidence is on this forums, take a look around and see the great amount of questions on how to counter this rush.