Ok, Ok, first off, DO NOT BUY the GW paint brushes, primer, etc. You can get all that for MUCH cheaper at places like Lowes, Michael's, anywhere else really. Only thing you NEED to buy from them are their AWESOME overpriced models and paint!
So for building, all you really need to knowis don't glue everything together at first. For Marines and the like, don't glue on the bolters/weapons on first. you can build thw whole body, but leave the weapons off, so you can paint the chests. Next you prime the models, everything. You can get cheap spray primer from Lowes for like $0.98 per can. Works great on plastics and metals, and costs 1/15th the cost of GW primer!
Next, after spraying them all and letting them dry for like an hour, you can move on to painting. Like I said, do NOT buy GW brushes, you can get just as good, if not better brushes for like a dollar a pop at craft stores, like Michael's and such. Only advice, thin your paints. Make them as viscous as milk. Many thinner coats are better than one thick coat. Also, you should paint the lighter colors firts, and then go over with the darker ones, WHEN THE PAINT DRIES!
That's pretty much it. You'll need to chose a color scheme, and such, like I have here a picture of my Raven Guard. My brother gave me these custom plastic models for our birthday! They're Vanguard Vets!
The pictures of my Raven Guard Vanguard Veterans! Shrike's own "wing"!
http://i115.photobucket.com/albums/n317/Luz_Gutierrez/HPIM1630.jpg
http://i115.photobucket.com/albums/n317/Luz_Gutierrez/HPIM1633.jpg
Hope this helped! ^_^! If you have any more questions, feel free to ask!