The Auxiliary Support Detachment is your one-stop excuse to put whatever you like alongside your regular army. Its a single choice from pretty much any battlefield role, which is generous, but just using the Auxiliary Support Detachment costs you one of your Command Points. Its open to abuse, obviously, but it has potential to create some very interesting combinations. Off the top of my head...
Your Secret Masters
Nice and obvious, your Astra Militarum army is secretly being manipulated by the Alpha Legion and now they have chosen to reveal themselves! Personally, I'd do with a fully tricked out unit of Chosen because if you're going to lose a command point over it you might as well go all out.
Fallen are another possibility. Then, of course, there's Genestealers for when you want to have a proper, full-on Genestealer Cult Regiment instead of the dregs represented by the actual Cults list.
Iron Warriors Basilisk Battery
First of all: yes, I got into playing Chaos under the 3.5 codex and thus remember when Iron Warriors could take Basilisks just because. Also, in spite of being weaker than a Vindicator's demolisher cannon, a Basilisk's earthshaker is always D6 shots and you get to roll two dice and choose the highest, which as far as I'm concerned is much better odds for flattening the servants of the Corpse God.
Kroot, Blood Axe Orks and Eldar Corsairs (represented by Guardians, I guess?) all have a history of working with Imperial forces when the money's right and the commissars are conveniently dead. Also, Harlequins have a history of just turning up wherever they bloody please.
I think I spelt that right. Basically, humans who have either defected to or grown up in the T'au Empire. Once upon a time they were a Chapter Approved unit made up of basic Guardsmen with the odd pulse rifle. Now, if you want to lose a command point buying a ten man unit of standard issue grunts or marginally superior veterans... well, to be honest, I've done dumber things in the name of fluff.
Just a few ideas to get you started.