I've played many WH40K video games. Also GM'd a Dark Heresy tabletop, thought it was not a WH40K, but my own world, which is only lightly based on WH40K (and then I've just thrown in everything else into it - Star Wars, Battletech, Mutant Chronicles, Alien... everything). Players liked it - now those guys actually into original WH40K, paint minis and all that - but, eh, since these are real-life sessions and we are all grown-ups, we really only play during the vacation time and then it is almost a year-long break, since everyone has a job. Well, everyone but me - I do not have a regular one.
As for books, I've started with Horus Heresy, and I've pretty much dropped it after the fifth book. I've tried several books after the fifth one, but didn't finish none. The quality went down really rapidly in my opinion. Horus Heresy Novellas are good though, it seems like GW made their authors to do good for limited editions. Either way, after Horus Heresy I've gravitated towards the older, pre-BL books, and I think those are vastly better. My favorites are all in the 1990 Deathwing anthology. And as for the new ones - the last good one I've read was Dan Abnett's Titanicus, which was... 2012, I guess? I really want to read first three or so books about Ciaphas Cain at some point.
Really liked that dude for some reason.