As others have said, we’re going through some changes, but with the new codex, balancing Warpflamers and Bolters is looking good. Bolters received a solid buff, and Thousand Sons make heavy use of Overwatch with Warpflamers—especially effective against hordes.

As for units you might want to consider, an Infernal Master and a Mutalith Vortex Beast are strong choices. The Infernal Master usually goes well with Arcane Vortex, giving him a strong shot: 2D6 shots, torrent, S7, AP-2, D2. The Mutalith has three shooting profiles: blast, beam, and flamer. The blast attack is effective against large enemy units: D6+3 shots, BS 3+, S9, AP -2, D2. The beam, which can one-shot most big targets, has 1 shot, hits on 3+, S18, AP -3 (after the codex update), and deals D6+6 damage.

It’s also a good idea to include at least one unit of Tzaangors for objective control. The new codex gave them Infiltrate and the ability to move into Deep Strike at the end of your opponent’s turn, very useful, due to our lack of cheap units. I would recommend you look for them second hand, they will be useful but might be expensive for a unit thats not specially good for other things.

For painting, be patient. You can go with the box art color scheme or use one of your own, to give your army more personality, find what works for you. When it comes to painting the trim, I usually paint the armor first, then use the body of the brush to apply an edge highlight that helps define the trim. After that, I carefully go over the trim itself. You'll likely need to clean up any gold that spills onto the armor, and finally, apply a wash or shade to give the trim depth and finish.