I never read Gaunts Ghosts, Though I've had my eyes on starting up the Ciaphas Cain novels for awhile.
The most awesome sources I've come across are the way the material is presented by Fantasy Flight Games' 40k RPG books. There are a ton of them, and they are not only rich in lore/history of the universe, but very high quality from a production standpoint as well. http://fantasyflightgames.com/edge_minisite.asp?eidm=133&enmi=Deathwatch Collectors Edition
Lexicanum/Wiki are the two best resources. Lexicanum sticks totally to official GW Lore but has less content while the Wiki tends to include more detail while including parts of the lore which may conflict. Also read the Horus Heresy books, they're the best resource for gaining a good knowledge of how the 40k universe came to be.
^ This. Even the single Black Library books have their own little tiny bits of awesome lore that not a lot of people know, for example the fate of the Shadow Wolves (I believe that was the name of the chapter) and their last stand against the Tyranids mentioned by Grimaldus in Helsreach.
You mean our loyal Brothers in the Wolf Brothers chapter, may they forever sit alongside father Russ for the Final crusade in the End Times!
