Why would you people recommend he read Ravenor before Eisenhorn? That makes no sense.
To inform you, OP, celebrated Black Library author Dan Abnett is in the process of penning three consecutive trilogies about agents of the Inquisition, the third of which has yet to see the light of day. The first trilogy is called Eisenhorn, the second is Ravenor; both are very much worth reading (in fact, Eisenhorn is what got me hooked on W40k a few years back), but you really should read them in order.
If you're looking for a few good one-shots before delving into the bigger series, I recommend the following:
- Brothers of the Snake (Dan Abnett)
- Helsreach (Aaron Dembski-Bowden)
- The Hunt for Voldorius (Andy Hoare)
- Angels of Darkness (Gav Thorpe)
- Storm of Iron (Graham McNeill)
As for series that span several novels, I suggest
- the aforementioned Inquisition novels by Dan Abnett
- The ongoing Horus Heresy series (spanning 16 novels so far, I think)
- the new Night Lords novels by Aaron Dembski-Bowden (so far consisting of Soul Hunter and Blood Reaver)
- Nick Kyme's Salamanders trilogy (Salamander and Firedrake; third novel is due late this year)
- the adventures of Commissar Ciaphas Cain by Sandy Mitchell (probably the only W40k series that deliberately employs comedy)
-EDIT-
Since so many folks seem to be recommending them... yes, the Space Wolves novels aren't bad, either, but be warned: You really can't read more than two of them back-to-back, as William King's writing style is always the same, and it just gets monotonous; the final two (out of the entire six) novels are by a different author, though.