I'm curious how The Imperium is still beset on every side by foes when 90% of the 41st millennium's population appear to be loyal to the Emperor.
Imperial Guard, Sisters of Battle, Witch Hunters, Demon Hunters, Grey Knights, Inquisitors, The Deathwatch, The Assassin Cults... And of course, the innumerable legions of faceless fascist theocrats with the best armour, weapons, training and tactics; faster than Eldar, tougher than Orks, they have extra hearts and can spit fucking acid. One single Chapter of them has more backstory and unit options than entire armies of other species. They came in a dozen different flavours while other armies didn't have models for basic Troop choices.
So. Uh. I guess my least favourite Chapter is all of them. Space Marines' greatest threat is their rebellious younger brothers listening to heavy metal in the basement.