I have not read the Horus Heresy stuff yet, and I read some of the Gaunt's Ghosts novels when they first came out (maybe the first 3 or 4?). I have read a couple of other black library books as well. The Warhammer and Warhammer 40K settings make for great reading. I actually have (Had. not sure now where it is) a Warhammer short story compilation published some time back in the late 80's maybe? It had some Gortek and Felix in it.
I have been a part of a community (VERY slow community right now) of amateur writers who wrote lots in the WH and WH40K universe. If anyone wants to check it out, head over to Imperial Literature: Imperial Literature | Science Fiction and Fantasy
PS: I know a couple of members of that site used to tout Space Marine by Ian Watson as one of the best they had read, but it was very hard to come by. http://www.amazon.com/Space-Marine-W.../dp/185283840X
Hmmm... For some reason I thought it had been reprinted. I guess I was wrong.