well tonight in the game i played (2000pts) i used my captain with jump pack, lightning claw and jumppack and i use him as a throw away weapon
for 2 reasons
1: captains (fluff wise) always fight in the most heroic and deadly battle (my opinion anyway)
and
2: it was the loot counter mission, so i just kept throwing him into enemy troop choices until an unlucky powerfist eventually struck him down, although he became far more powerful then my enemy could imagine (obi wan style)