Des Voh
I've never really dived into Warhammer to any degree so I cant say much more than it looks good. But anything can look good nowadays.
Saying this...
If I were to look into read some Warhammer, or 40k, where would I want to start?
I'd recommend the Ciaphas Cain series, starting with the omnibus "Hero of the Imperium". It's somewhat less dark and gritty compared to the rest of 40K, and is also categorized as "dark comedy".
Then there's also the Gaunt's Ghost series, starting with "The Founding", another omnibus. I've never read it, personally, but it's said to be one of the best series in 40K.
There's also the Imperial Guard series, but none of the books are connected to each other.
Then there's the Space Marine books, but I don't really like them. Space Marines have no personal lives, so their books tend to be kill, kill, plan, kill, kill, die, die, kill, plan, pray. Space Marines are Holy Knights in Space, essentially.
Finally, the Ravenor series and the Inquisition War series follow the Inquisition, but I haven't read them yet so I don't have an opinion.
There really aren't any books specifically circling around the other 40K species (which is lame because I'd like to know more about the Eldar and Tau), but the second book in the Deathwatch series (Warrior Coven) does have the points of view of a few Eldar and Dark Eldar, but remains a Space Marine book (however, thanks to non-Space Marine characters, there is more personality in the Deathwatch series).