I like Helsreach cause i'm cool like that.
http://www.blacklibrary.com/warhammer-40000/Helsreach.html

The Dark Eldar series by Andy Chambers is pretty dope. Waiting for the 3rd book to come out in March.

Rynn's World was awesome. As was Storm of Iron.

I regret to say that the only one I read cover-to-cover is Betrayer, so that's my vote.

Definitely Lord of the Night by Simon Spurrier. A classic.

i love how there are so many Horus Heresy books that all tie into the Unremembered Empire.

Did noone actually mention Eisenhorn or Gaunt's Ghosts yet?

Shame on you, shame on you all!

40k you say, well then that would have to be the night Lords trilogy by Aaron Dembski-Bowden

Seconded, and also, is technically the fourth, with Masque of the Vyle!
Ignoring all the numerous short stories... I really should read those some day

All of the Eisenhorn and Gaunt's Ghosts books were absolutely amazing.

I also enjoyed many others such as the Word Bearer's Omnibus, Soul Drinker's Omnibus 1 & 2, and Blood Angel's Omnibus.

There were quite a few that I didn't enjoy as much but were still fun reads.

I have quite a few on my bucket list that were mentioned here on the Night Lords and Iron Warriors.