Horus Heresy Spoiler alert!
The Horus Heresy is exceptional. So many good books, and so many points that change what you think about the Heresy. How about the Alpha Legion deciding to follow Chaos to try and save humanity in the long run? Or Magnus destroying the Emperors plans to beat chaos on accident? So many great moments. Just picked up Nemesis, but havent had a chance to read it yet.
END SPOILER
Liberty, have you read Titanicus yet? I enjoyed it.
I'd say my two favorite Characters are Captain Ventris from the Ultramarines, and Commissar Gaunt. It's kind of funny, as I never really liked the Ultramarines. I thought they were just too generic. But I love the Ultramarines novels.
I'm also a huge fan of any of the books that Deal with the Inquisition. Eisenhorn, Ravenor, and Inquisitor omnibus's are a must!