>>6809685>>6827437Since you've already played Dawn of War, I'd recommend:
Battlefleet Gothic Armada if you enjoy ship-to-ship combat on a large scale. Good ship variety and very tactical, based on the old tabletops. Fair number of different factions/fleets too, though no Nids.
Space Hulk: Deathwing is fun, but it runs like dogshit. Definitely gives you a good sense of scale for 40k architecture. Weapons handle in line to what you'd expect in-universe, lore is handled fairly well.