Ugh, your LGS sounds like hell. No scenarios? WTF?? If you have access to the 3rd ed 40k book, I highly recommend it. It's got something like 15 missions in it, they each have different Force Org Charts and weird objectives and deployment restrictions.
I think you are just another in a long line of people who are suffering from the culture of GW gaming. It all seems to be about trying to table your opponent. The problem is, it doesn't matter how many different objectives you have, if they table you, it's game over. (well, one of the problems...) The only solution would be to find a couple of cool peeps who like to play the way you do and just stick to them. If it gets boring, you can always change it up with different missions, campaign supplements and all that jazz.