40k novels are a strange beast. All of the heavy hitters are mostly centred on big Space Marine men doing bigger manly men stuff in a universe full of alien horror. While I'd recommend parts of the Horus Heresy to a degree (quality between novels is a rollercoaster) there is some solid sci fi hidden in the periphery when authors are willing to step outside the expected boundary.

The Twice Dead King duology by Nate Crowley are both excellent. A character study of an Egyptian robot Pharaoh fighting over crumbs in the face of space Rome.

Forges of Mars by Graham McNeill was hugely enjoyable. It gives a little bit of everyone 40K; Scale, aliens, continent sized space ships. Each chapter is a different protagonist too, so it keeps it fresh.

Brutal Kunnin by Mike Brooks is about as loud and stupid as things get. A short read about the most technologically adept faction attempting out smart an army of football hooligans.