The fact that they are simply human, armed with (compared to everything else in 40k) substandard armor and weaponry, yet they face down daemons, genetically-enhanced evil supersoldiers, alien monstrosities, genocidal robots, scheming highly advanced aliens, other high-tech aliens that follow and spread an idealology, and sadistic raider aliens.
They face all that with a simple lasgun and flak armor. Now that... that is truly heroic IMO. You always hear about a space marine cutting down hundreds of foes, but come on. He's got genetic super-abilities, bolter, and power armor. That ain't heroic; that's like mowing your lawn with a nuclear weapon.
Now for a Guardsman to face all the crap of 40k with a lasgun and flak armor, THAT is heroic and badass.
Stayed up all night, forgive my rambling.