For the Imperium and Inquisition in general I recommend the Eisenhorn Omnibus, I've read it three times now and I still enjoy it. For Horus Heresy, well it's hard to tell because I've only read First Heretic & Thousand Sons, but I also hear the Fulgrim and Betrayer is really great (although read First Heretic before Betrayer) For Space Marine and Ork action, get Helsreach. Seriously one of the best book I've ever read. Chaos? Night Lords. Get Soul Hunter, Blood Reaver, Void Stalker, amazing series.
there isn't much from ork perspective, but id recommend checking out the Armageddon omnibus, Helsreach, and Rynn's World for space marines vs. orks for getting into lore, I started with the first IG omnibus (any general IG stuff should do you fine or check Gaunt's ghosts), ultramarines omnibus, ravenor/eisenhorn omnibi for chaos marines check out the iron warriors omnibus, word bearer's omnibus, maybe night lords trilogy you will need to read the horus heresy though
There's not really any books written from the Orks point of view, mostly because they are.. well, simple-minded and extremely cunning beasts. I believe the closest you'll get is with "Yarrick: Chains of Golgotha" which features Commissar Yarrick and Ghazghkull Thraka. I haven't read it myself, so I have no idea about it's quality, but I believe it's the closest you'll get to what you're looking for.
oh woops forgot elder, but that's pretty self explanatory, elder path series (both the regular and dark elder ones) and one more for space marines, try out Space Marines the omnibus (collection of heroes, legemds, victories of the space marines, it does have some renegade/chaosy stuff too)
There are a lot of options out there. Gaunt's Ghosts is a great place to start, as they span the length of modern 40k lore development. The Eisenhorn and Ravenor Series is also good, but really anything by Dan Abnett is a good start, as it is so well written. The rest of the books vary in quality, but I'd advise checking the Lexicanum or my channel (here) before buying a book, as the novels can only ever cover a small area of the lore, and you'll want to narrow down what you are looking for first.
no the Sabbat's Worlds Crusade has passed hasn't it? I thought the ciaphas cain series and night lords trilogy were at the forefront of the timeline
I started with the Horus Heresy series (it's a must read), however the Space Wolves omnibus is a good starting place too, it talks about how someone is made into a Space Marine.
The Eisenhorn series is what got me started with 40k. Like others said, that's a great place to start. Gaunt's Ghosts, Ciaphas Caine, and the horus heresy novels are also great, my favorite is Eisenhorn though. Really, pick up anything by Dan Abnet and you'll be set.