Sorry if I'm not very detailed, I'm uber tired at the moment :|
Well the vehicles are pretty balanced for the most part. Fire Prisms are excellent against enemy dreadnoughts though, from experience :P
Both the avatar and bloodthirster are awesome melee units, once they get in close they basically own anything, of course they have no ranged attacks though.
The main issue with both is that the "fancy" kills they do take time, for example, impaling a ork on the avatar's sword and watching his body slide down it may look awesome, but it takes time, and only hits a single unit giving others time to attack.
The Avatar has the handy ability of preventing nearby friendlies from being broken, which is always good. I can't remember the other abilities off hand right now, but I'll have a look next time I play.
Speaking of unstoppable melee units, I've found that an ork nob squad with a warboss (or big mek) attached will give anything a run for its money, including terminators. It's a shame that the mega-armour upgrade doesn't actually change the nobz appearance though, I have a squad of mega-armoured nobz in a cupboard somewhere, the terminators of the ork world.
I'll let Entropy or someone answer the other questions (sorry :P ) since I'm literally about to pass out, but if they're still here in the morning I'll have another go.
Quick edit for Jubei:
Wraithlords suck at range, 1 or 2 four-man marine squads with rocket laucnhers will drop them easily. The space marine dreads are much more difficult IMO, especially since they come in assault and ranged varieties, though as I said, a fire prism helps there.