Well, I'd say the best I can do is say "what type of fighter are you?"
The three you have chosen are very different in the tactics they are designed for, so I guess I'll just lay those out.
The Tau specialize in mechanized assault and ranged combat. They are hit-and-run specialists, because their stats have them very suspetible to hand-to-hand combat. If they get charged, the lieklihood of them surviving is rather low, but if you keep them at rapid-fire range, you can easily pulverise any and all targets without thinking about it. If you get these guys, be prepared to buy lots of Devilfish APCs and a Hammerhead or two. These guys LOVE using vehicles.
Imperial Guard I have always thought of as a steamroller. Individually, they are weak. Together, it's like a fricking wall of lasgun fire. If you go for this army, you'll be spending a lot of money on basic troops and spending a lot of time painting. On the tabletop, I'd say they are basically firing a crapload of crummy bullets, but the fact that so many can fire at once means the chances of actually wounding are quite high. THem get some vehicles and a few special units and you'll have an army.
The Demonhunters I guess are just super-powered space marines. You'll be buying a lot of metal minis, and will probably always be outnumbered and possibly outgunned. Demonhunters would have to relay on strategy and tactics to win.
So, the question remains: what kind of fighter are you?