Warhammer 40,000: Space Marine

Recommended Weapon: Vengeance Launcher

I'm only doing this on normal so it may take a bit more effort on Hard - I'll come back and edit if it's significantly different.

Grimskull will greet you shortly after entering the Titan Manufactorum - so after restoring power to the sentry guns as soon as you see a weapon cache pick up a Vengeance Launcher.

He will flat out murder you in close combat so try to keep your distance and dodge all his charge attacks. Drop five charges on him and detonate them all in a chain - seems to do a fair bit of damage.

About halfway through the combat (the autosave will give it away) he'll open up the walls for Boyz to pour in. Ignore them and keep planting charges on Grimskull - the detonation will probably kill most of them anyway.

Another autosave and he'll then climb out of the pit and bomb squigs will start to appear - blowing them up near Grimskull can't hurt ;) - but keep attaching charges to the big guy. Another 10 should finish him off. If you run out of ammo, there are boxes in the corners of the room.