Best two series you can get are either Gaunts Ghosts or the Horus Heresy series, as many have said. Really depends on what your looking for: Gaunts Ghosts is great for giving a humans PoV of the 40k universe plus has some great battle scenes. The HH series focus mainly on Space Marines but delves more into the politics and motivations of factions during the heresy than all out warfare (even though there are a some fantastic fights in it, and often from differingh viewpoints which adds more complexity to the mix). After those Ciaphas Cain is a must, great to see wars in 40k from the view of someone who really, REALLY doesnt want to be there
As for others, hunt down the Eisenhorn trilogy, just a brilliant series. Also the Ravenor spin offs are a good read (deals with the Inquisition and how far is too far when dealing with Chaos......).
Have picked up a copy of the Enforcer (deals with Adeptus Arbites police forces) trilogy for a pittance, was good but didnt finish the first book. May dig it out sometime as not much else to read atm.
Originally Posted by Nody
There's also a nice Ork comic that should be mandatory to read for everyone
You mean "Deff Skwadron"?? Meant to be re-issued soon as a Black Library website only download.