So, let's start with the basics, then move through the armour marks.
The Iron Hands Tactical Squad box set is a good place to start. While it isn't the steal it used to be, it's still not bad at 25 squids. You actually get almost enough pieces for 12 models (you need two extra backplates) and some very nice bionic-y metal parts. Remember though, that pre-Heresy, only the Emperor's Children were accorded the right to wear an aquila (two-headed eagle) on their breastplate, so you'll either have to file off or bulk out the chests with that detail on.
Of course, you don't have to use that box set. If you're feeling adventurous, you can make the bionics yourself by cutting off sections of limbs and replacing them with various bits, ranging from electronics from an old remote, to bits of wire and plasticard (styrene) rods/tubes. Using the standard box sets, you can achieve some very good results. Here's a decent tutorial.
And here are a couple of projects I've been tracking for inspiration:
G-Relk's Iron Hands
Kikkala's Iron Hands
Get lots of these. Shaving down the skull will give you a perfect cog and a nice flat surface for your clan marking, although you could leave the skull and have that as such.
These power cables are also VERY useful - both for bionics and adding random detail to just about anything. The bag comes with a series of different-sized wires, ranging from vehicle-sized to ones more suited to infantry.
For pre-heresy armour marks, I'll go through each one with a few comments.
Mk.I: Thunder Armour