There's a series of tabletop RPGs based on 40K and published by Fantasy Flight Games. Simply put, they rock. Tons of extra lore exploring aspects of the 40K universe that aren't necessarily covered very much in the core 40K books, or even the Black Library novels, comprehensive rules that actually reward you for roleplaying properly, and each game is different enough to give a fairly distinct playing experience.
It started with Dark Heresy, in which you play as Inquisitorial henchmen engaged in a lot of mystery solving and some covert ops. Then came Rogue Trader, which is basically "Indiana Jones/Tomb Raider in space" as you seek out new worlds and new civilizations...and exploit them! Next up was Deathwatch, wherein you play an elite team of Space Marines against the worst xenos threats of the galaxy. After that came Black Crusade (basically the previous three systems rolled into one and you play as anything from a Cultist to a Chaos Marine) and Only War (featuring the Imperial Guardsmen, and I received a personal assurance from the writers at Games Day this year that you will NOT be needing to roll a new character every 20 minutes or so).
But my focus today is Deathwatch! Over the last year or more, I've been slowly gathering up as many of the books as I can. There's the core book, of course, and then three supplements designed to enhance your character creation process and add even more depth to your elite alien-killers: Rites of Battle, First Founding, and Honour the Chapter. The main one of these is Rites of Battle, which gives a bunch of new classes, wargear, options for making your own Chapter, etc. There's various other supplements; The Achilus Assault and The Jericho Reach (I only have the latter) provide tons of extra lore for the main area of the galaxy where Deathwatch happens: the Jericho Reach, a sector on the Eastern Fringe that was conquered and subsequently lost by the Imperium thanks to warp storms, and now the Imperium is trying to reclaim it, with questionable amounts of success, of course. There's also Mark of the Xenos, which is essentially a monster manual, and then some other adventure-specific supplements I haven't gotten yet.
Anyway, using all four character-related books as reference, I've compiled some homebrew rules for creating a Lords of Oblivion character. What sets the Lords of Oblivion apart from other Chapters? Psychic powers. The Lords of Oblivion are perhaps one of the most psychically powerful Chapters of the Adeptus Astartes, other than the Grey Knights. They have an emphasis on protection from psychic assault, and even non-Librarian characters can help protect their kill-team from warp-based attacks. Furthermore, they are the only Chapter in which non-Librarian characters can in turn become psykers (though they can, at best, only get to Psy-Rating 3, i.e. equal to a level 1 Librarian. It still adds some extra variety to your options, though). The Lords of Oblivion also have access to bestial companions, something only the Space Wolves also have, and can be accompanied by a saurdon (a fierce reptilian creature larger than a normal human) from their homeworld of Firien.
Furthermore, the new psychic powers Lords of Oblivion Librarians gain access to are incredibly powerful. Each is based on one of the elements of Oblivion, and can enact all manner of effects to destroy, weaken, or hamper the enemy, or bolster the kill-teams powers. Additionally, a Lords of Oblivion character of any class can learn minor psychic powers that act as semi-permanent passive buffs, which do anything from making your bestial companion a better fighter to making you nigh-immune to critical damage to bolstering the kill-team's overall morale.
And of course there's some background material on the Lords of Oblivion present, so you can get a sense of them even if you haven't read any of my other background material before.
So, give it a whirl, and download it here!
(I am, of course, also open to any feedback you may have!)