If I'm being totally honest though....as a Night Lord, I would have been there already for at least a month before the battle started, and not revealed myself until there was just one tired, out of ammo ultramarine holding a flag on a mound of corpses. I would then shoot him in the back.
I want to come blasting out of my orbiting starship and down into the battle like this: View: http://www.youtube.com/watch?v=w15nQHGn4Zk
As a Space Marine: With my brothers, inside a Land Raider being carried by a transport Thunderhawk that departs from my ship. As Eldar: from a webway portal in the middle of some Throne-forsaken forest. As truly Chaos-corrupted SM: From a warp rift that tears open from the chests of sacrificed cultists or enemies As a traitor SM who doesn't follow the Gods too closely (ex. Night Lords): From a Dreadclaw launched from orbit As an Ork: From a Rok that lands on the planet, and then drill into battle from underground, sorta like in the Space Marine game
I prefer walking the Webway to my destination. It's sheer strange majesty never ceases to amaze me. The Laughing God did his job well.
It would be cool to come in like a flying transport per your faction. Nothing like riding a thunderhawk gunship into battle guns blazing. It would also be cool to have a thunderhawk as a flying mount type of thing for PvE stuff. Or ride a landspeeder, ride a bike or Rhino into battle. That would be sweet.