Yeah, as much as want to like the Ciaphis Cain novels, eventually his flippancy and sheer incongruity of every story starts to wear on my nerves. In 40k, either you're a heroic badass or you're not IMO. Being a heroic badass one minute and then turning into a duty-shirking putz who just manages to always get put exactly where he's needed starts to wear thin.
Eisenhorn and Ravenor.
The first six Gaunt's ghosts books.
And definitely, for the love of the Emperor, not The Emperor's Mercy by Henry Zhou.
Dan Abnett has written perhaps the best Imperial Guard novels of any of the authors. The way he establishes the scenes, taking the time to explain the logistics of war and life in the Imperium makes those novels some of the richest in imagery an ideas.
Two of the best Imperial Guard novels IMO are: Double Eagle (all about aircombat in the 41st millenium) and Necropolis (part of the Gaunt's Ghosts series, but can be read in isolation and is perhaps his best example of world building/conflict description.)
That said, his inquisitor novels, both Eisenhorn and Ravenor, start to suffer from their own complexity. I couldn't finish the Ravenor Omnibus, because it started to lose its own thread toward the end of the last book. I like the sort of gumshoe/detective story nature of his Inquisitor novels, but in trying to weave these vast conspiracies and reasons for his characters to tramp all over the Imperium.....you sort of forget what the reason was for the story to be where it currently is, because it's driven by an ipso-facto plot logic. ("We must go to Planet X because of an astropathic transmission mentioning a name of a character who is tangentially related to a 500 year old heretic. And so off we go! Wait, why are we doing this again?")
For Space Marine novels.....mmmm.....kind of a mixed bag. Graham McNeil if you want to read about Smurfs. Deus Encarmine and others by James Swallow if you want to read about Blood Angels (that's my Chapter but honestly I'm not the biggest fan of his treatment.) I don't follow Space Wolves but I know they've got a big line of novels too.
In truth, the short story is best format for most 40k stories. Grand, 3,000 page series are great and all, but I find most 40k stories start to collapse under the weight of their own drama and the dramatic needs of the genre (betrayal is a guaranteed feature of practically every Imperial story, such that it becomes a cliche.) Some of the best Imperial Guard and Space Marine stories to me are the short ones, 200 to 300 pages. The longer an author starts to dwell on their subject matter, the less interesting it gets. (For example, I
loved the first Soul Drinkers novel. So I went out and bought two of the Soul Drinker's omnibi. Turns out though that what lent the novel such strength in the beginning (Space Marines turning away from the Imperium and almost into the hands of Chaos) starts to fall apart through successive novels. (The author himself, Ben Counter, begins the second ominbus saying "I knew there was no way a chapter like the Soul Drinkers could survive the brutality of the 40k universe, so it became a question of how to plot their demise" (paraphrase.))