I would have to say Storm of Iron by Graham McNeil that is an entertaining read, give lots of info on the Iron Warriors too (if you're into that...)
the Ciaphas Cain series is great for a laugh, and the much lighter look on the 40k universe is refreshing (you don't even have to start at the begining of the series!)
Gaunt's Ghosts FTW (start from the begining)
i'm not into fantasy so no help there, sorry