Let's see:

Eldar and Orks were created by the Old Ones. Necrons were created by the Star Gods, the Tau have been fiddled with for accelerated evolution.

Perhaps the Tyranids are natural but they are not indigenous to our galaxy.

It seems humans are the only natural form of life, in terms of evolution. Minus the Astartes, of course.

I'm fairly sure humans are also an Old Ones race...

I'll see if Lexi has anything to say on the matter.

EDIT: Ah, Lexicanum, once again, proves me wrong, it does appear Humans are not an Old Ones construction.

But there's still a few little known species, like the Demiurg, Kroot, Vespid.

Oh, and Star Gods, they're not technically Gods, just immensely powerful creatures, like the Old Ones.

So, there's at least 5: Demiurg, Kroot, Vespid, C'Tan and Old Ones.

If you feel like going through this point-by-point, there's an extensive list of all sentient species listed here: List of Sentient Species - Lexicanum (http://wh40k.lexicanum.com/wiki/List_of_Sentient_Species)

EDIT2: I know this isn't what you meant, but Tigers, Polar Bears, Pandas... They're all natural species :P

There are conflicting reports on Human evolution.

some places said that the Old ones did visit the Earth,
other sources state that the reason Humans are having such a painful transition to Psyker race is because they were not designed.

I like to believe that they were not a creation of the Old Ones, it makes the mainfest Destiny to rule the stars all the more appealing.

Sorry, see my edit that I finished mere moments after you posted, Omegoku :P

We exist 'cause of the Emperor.


/thread

No Problem, it is good to get some 'facts' from Lex.

Can't remember my sources unfortunately.