The game didn't go so well for the Thousand Sons. Rob covered the major problem in his post: my upgrades. In my fervor to match my fleet to my 40k army, I spent enough points to buy a grand cruiser. I think the Thousand Sons will only be passengers in the future.
I noticed that its really, really important to be aware of your opponent's army list when determining first turn. I pounced on first turn as in many games that's superior, but it gave Rob the opportunity to order Lock On first, which had me playing defensively the rest of the game.
Anyway, I love all the lances. I need to pick up a few more torpedo escorts, but over all, I like most of how I built my fleet.