The Starcraft II official site has been updated with the Twilight Archon.  The short video footage shown at the page shows two Twilight Archons killing 10 marines in a few seconds.  This unit is a devastating melee unit using its psionic shockwave.

Every protoss has a level of psionic capability that is extremely rare among terrans. The protoss of the Templar caste devote their long lives to honing their powerful abilities for war. Of these dedicated individuals, only the most adept and disciplined in the ways of the Khala can hope to eventually rise to the honored rank of high templar. The terrifying power of the high templar is rightly feared by the enemies of the protoss. A mere handful of these potent individuals can lay waste to entire armies of foes.
Twilight archons spearhead an assault on the terrans

The dark templar hail from very different roots, but the powers at their command are no less awe-inspiring. While the high templar unleash fire and lightning, the dark templar stalk the shadows, swathed in darkness. However, both branches of the templar tradition share the ability to merge their souls to form a deadly archon.
Concept

These swirling, burning effigies of the protoss spirit radiate incalculable power. Their devastating psionic storms can be unleashed against cowering enemy forces both in the air and on the ground. With the halves of the protoss race reunited, an archon can now be brought into being by the merge of two high templar, or two dark templar, or even the unification of a dark templar and a high templar. Although the protoss are loath to sacrifice valuable templar, those who do achieve this final level of commitment are forever honored in the memories of their people.