Warhammer 40k comes in all flavors! You can try shooters like Boltgun (boomer shooter FPS), Space Marine (TPS with some hack and slash) and Space Hulk: Deathwing (FPS), among others.

For tactical stuff, there’s Battlefleet Gothic: Armada (RTT with space ships) Mechanicus (turn-based tactics) and Dawn of War (the last one was meh).

Fun stuff like Shootas, Blood and Teef (platformer) and Rogue Trader (RPG) are also out there. And lots of these are getting sequels pretty damn soon!

The others already said and linked good stuff, here’s a very brief summary of the most basic info on the Imperium.