40k: Armageddon
Great game.
40k: Gladius
It has not come out yet, but has potential to be pretty great.
Eisenhorn: Xenos
Haven't played it, but I heard it is suprisingly decent, it's just getting a lot of backslash for not being great breaktrough WH40k game like DoW was.
Legacy of Dorn
Heard it is pretty great for what it is, but you have to be into COYA text games.
DoW II: Retribution (sorted separately for quality purposes)
Original Grandday Big Mac Dawn of War
DoW II
DoW III
Dawn Of War, that's all.
40k: Sanctus Reach
Pretty good I heard, to the point I can see some people actually playing it quite a lot.
40k: Space Wolf
Meh? I mean, it is a card game with bunch of added steps, and it is apparently fun and great at core, but has a lot of grind and apparnetly lack of microtransactions that was not balanced out that weight it down heavily.
Talisman: Horus Heresy
Board game that with Wh40k sauce and apparently also decent?
40k: Deathwatch
Similar story as with Space Wolf, decent game in it's core but it's ported from mobiles and has the same grind and lack of balance due to lack of microtrasnactions issue.
Space Hulk
It is adaptation of original Space Hulk games with modern graphics and bunch of other stuff, not much else, so it's... decent too, I suppose.
Horus Heresy: Battle of Tallarn
Meh, I dunno why it's so high on the list. Basically same idea as Armageddon, just a mobile game port. Would be fine game 20 years ago.
40k: Regicide
Decent idea, great art, meh coding and lack of post-relase support. It's ok for what it is, which is chess.
Spacehulk: Deathwing
Warhammer L4D, pretty amazing game, just suffers from techinical difficulties. Probably will get better with time, as devs still support it.
40k: Kill Team
What if Dawn Of War II had direct controls. Pretty neat idea, but too short.
40k: Eternal Crusade
It is pretty great for what it is, but could have been better... and it's free, so, there's that.
Space Marine
Old but pretty good. Could be better too, and sadly, we still mourn Space Marine 2.
Where the fuck is Battlefleet Gothic: Armada, by the way? Probably the third game after Dawn of Wars and Space Marines that is actually amazing, although it suffers from Devs being way too Tau-loving blueberry scum.
Mind you, I do not think that any of these games really is worth the full price, but I do not even think that any games these days are. Prices got overblown in recent years all over the board. Still, nearly all of these games are at least decent at what they are, the problem is that they aren't high budget blockbuster games. And there won't really be high budget blockbuster WH40k games simply because the sheer "it's WH40k" doesn't guarantee big enough sales, and due to that nobody really wants to pay up for the license (sure, you can argue that GW is basically giving it away for free to small shitty studios, but now think if they would just give it away for free if EA wanted to make Warhammerfront).