I'll add my recommendation of Ravenor and Eisenhorn, they are both fantastic as far as the non-army stuff... actually anything from Dan Abnett is highly recommended. Also Graham McNeil.
The really awesome part is there are a whole lot of omnibuses out now that contain entire trilogies of great material, for only about $12. With so many authors and types of stories out there, these will at least let you choose one and get a good healthy chunk of it all at once. Space Wolves, Ultramarines, Gaunt's Ghosts (Imperial Guard), Ravenor (Inquisition), Eisenhorn (more Inquisition, Ravenor's mentor)... there's just so much. One warning though... once you start, you may not be able to stop... I have entire shelves dedicated just to Black Library novels.
Oh, and the Horus Heresy is fantastic if you really want to understand the backstory of the Imperium... some are better than others, but overall the whole series is great.
The really awesome part is there are a whole lot of omnibuses out now that contain entire trilogies of great material, for only about $12. With so many authors and types of stories out there, these will at least let you choose one and get a good healthy chunk of it all at once. Space Wolves, Ultramarines, Gaunt's Ghosts (Imperial Guard), Ravenor (Inquisition), Eisenhorn (more Inquisition, Ravenor's mentor)... there's just so much. One warning though... once you start, you may not be able to stop... I have entire shelves dedicated just to Black Library novels.
Oh, and the Horus Heresy is fantastic if you really want to understand the backstory of the Imperium... some are better than others, but overall the whole series is great.