4. The Importance of Being Hidden
When you keep these things in mind, you'll suddenly realize that it's vitally important to screen units with other units: in other words, Hide Behind Other Units. This is for the extremely simple reason that your units block your opponent's LOS to others of your units. But your own (infantry) units do not block your own LOS!
This is the trickiest part of your set-up, because you have to always keep the three most important strategic elements (concentration-of-fire, line-of-sight, and consolidation-into-combat) in mind. It does you no good to protect against shooting attacks if you neglect more important details! Infantry Squads (of which you'll always have at least two, remember they're mandatory Troop choices!) are extremely useful for this task, acting as your first "line" of defense, soaking up the initial hit of an assault and then (hopefully) breaking and running, allowing the rest of your army to bring its guns to bear. Ideally, you should have a layered approach, with Infantry squads in front (in two or more layers), followed by Command Squads, then your Fire-Support teams, Anti-Tank teams, and Command HQ in the very heart. Even if some of these pieces are not present (for example, in Chimeras racing up the flank), the foot troops left behind in the deployment zone will inevitably take a form like the following:
On a featureless table facing the enemy, the infantry component of the Imperial Guard would be set up something like the above. Allowances need be made only for terrain, (which can block LOS and force minor changes to the placement of units) and mission (as some missions have reserves, start one side or another in a certain position, or otherwise). Special or elite units can be placed in the middle of the formation, just behind the front "lines" of Infantry, and can include Assault units (such as Ogryn on foot or Rough Riders) or additional Heavy weapons or Command squads. As you can see, it is important to have sufficient numbers in your screen to hide and protect the units you have behind. I would recommend starting with no fewer than a 1:1 ratio of screening models and non-screening models (usually heavy weapons teams, command squads, etc), and finding a ratio that is comfortable for you.
Command units may be missing from the formation, particularly in an aggressive army that uses them as mobile assault units. Smaller numbers of infantry units might result in a single-line formation (essentially each model standing next to the next in a long line) of one or two units of depth protecting the heavy weapons teams and other squads in the back. Some players might even pull their units around into a bow shape, to provide a little additional protection to the flanks. But the essential "Castle" shape never varies. For those familiar with Fantasy Battles, this is a very familiar set-up. It's the one used by virtually every defensive army in Fantasy, be it Dogs of War, Empire, or Dwarves and Chaos Dwarves.
Remember that elevation plays a crucial role in screening. Simply put, if you're a good deal higher up than the units in front of you, those units don't screen you. Don't end up needlessly exposing units just to put them on top of the "cool tower". 99% of the time, you can get perfectly good LOS without having to expose 'shooty' units in that fashion.