There are alot of Warhammer 40,000 novels out there. This is my Favorite.
Gaunt's Ghosts is a series of novels written by Dan Abnett. It is a military science fiction series set in the Warhammer 40,000 universe.

The series spans thirteen novels which document the efforts of the Tanith First-And-Only, a highly skilled yet unappreciated light infantry regiment of the Imperial Guard, during the Sabbat Worlds Crusade. The protagonist is Colonel-Commissar Ibram Gaunt, one of the few political commissars of the Imperium to be officially awarded command of a regiment.

Although Gaunt is the primary character, the perspective from which the novels are told shifts regularly to encompass a wider view of events - it is usually told from the Imperial point of view, though the perspective is occasionally seen through the eyes of antagonists

Good Taste. My favourites would have to be the Ciaphous Cain series, The Word Bearers Trilogy and the Eisenhorn series.

Ciaphous Cain is about an imperial commisar whos reputation for heroism has become legendry. He actually only cares about saving his own skin and tries desperately to avoid the suicide missions hes always sent on. The series put a comical spin on the otherwise dark 40k universe and actually works quite well.

The Word Bearers books follow the exploits of the 34th host of the word bearers. It was a refreshing change of pace to see everything from the villans perspective and I thorougly enjoyed the series.

Eisenhorn is written by the same author as gaunts ghosts and t follows the exploits of Inquisitor Gregor Eisenhorn of the Ordo Xenos and his gradual descent into radicalism. The books explored more of the inner workings of the imperium and it had much more depth to the plot than most other 40k novels.

I'd recomend these novels to any fan of the Black Library.

I started with the Cain series, but I thought it was more linear than Guant. Don't get me wrong I love Cain, but I like more than one point of view.