Command squads tend to depend massively on the player and the style of army, in one of my lists i give them 4 special waepons, in others just the one heavy wep. I suppose it depends on what you want them to do......
In most armies, i would recomend1 heavy wep, any more and the small unit becomes a very tempting target. I generally go for heavy over special as they dont intend (on the whole) to move allot, as they are primarily there to extend the leadership bubble.
If you take a close assault army (not neccesarily combat, but best within 12"), then either drop troops and four special weps, or light infantry and the same (possibly with camo), four plasma/melta can really cause some pain, if you dont want to use doctrines then give them a chimera, but they need some way to get to the enemy with this config.
Currently, i give mine 1 heavy and 2 special (2 plasma and a missile launcher) in a fire support role. I find that most people overlook them and shoot at my line squads first while these guys dish out the pain.....
Hope that helped!!
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