The thing about them is that they're all equipped with an special weapon of your choice which basically is a cheaper unit of chosen! I've been taking lately one with meltas for tank destruction and one with plasmas for dealing with terminators, but I'm sure they'll be great with Volkite Calivers or flamers. They benefit much from a Rhino or Drop Pod (specially the ones with meltas or flamers) and I recommend taking groups of five for flexibility.
All this is great, but they obviously have some flaws that you should be aware of. First they're from Heresy, so you will need permission from your opponent to use it in usual 40k games, which shouldn't be a problem when playing friendly, but you have to be aware that this is not for tournaments. Also they end up being quite expensive if equipped with plasma or melta and given a vehicle, reaching the 200 if also given a vehicle so, as the chosen, you should be very careful because they still have power armor and die as easily as usual marines (giving them an apothecary is a good idea, but will get them even more expensive). At last they cannot be taken as compulsory troops, so no all-special weapons armies.
In conclusion, Tactical Support Squads are a great option for giving what they are supposed to give, support for your Tactical Squads, and fill the rolls that they cannot. If given flamers though and positioned near a Promethium Pipe, they can work pretty well individually.