Dreadnaught are not bad in the game but anything with an Armorvalue can be easily stopped, especially in some armies that can field large amounts of meltaguns.
Best thing you can do is get a couple of games in and get a feel for the rules and the missions, play what you want in your first couple of games, you'll probably get the most enjoyment from that, and you can learn quick, about what to take and not take.
If your on a budget for warhammer and your playing marines your first purchase should really be battle for black reach. You get a lot for your money and you get a decent amount of mini's. If you don't want to go that route, I would suggest getting 2 tactical squads and a leader model (chaplain, commander, libraian, your choice) Then ask people to play a couple of games proxying the model's you don't have. Most people won't care about proxy model's, heck 2 weekends ago I fielded 9 plastic cups with killakan pictures on them (killakups TM)