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I have yet read any of the novels that depict the 40k universe. I am just wondering where is a good place to start and what books are better than others.
Well, it depends on what you like reading already. The most easily accessible books that I've read are
15 Hours- Mitchel Scanlon
Execution Hour- Gordon Rennie
Both of these read like NON-40k novels. 15 Hours is about a guardsman who is brought into a new regiment after his own is wiped out in an accident. He fights in the trenches against Orks, and it has a very gritty "real war" feel to it.
Execution Hour is a great starship story, following the captain of an Imperial cruiser during the Gothic War. It reads similarly to naval sagas like Patrick O'brian's work.
Other novels to check would be the Ultramarines saga by Graham McNeil, or the Space Wolf sagas. I've heard that the Ciaphas Cain novels are pretty good, and of course the Horus Heresy series is a huge undertaking, but absolutely amazing. The 'Soul Drinkers' books aren't bad either.
I've only ever read the one 40K Novel, Lord of the Night by Simon Spurrier. I really enjoyed that one though, but that could be because I've always been a closet fan of the Night Lords.
If there's a particular army you play, or a particular few you like, it might be best just to start with books based on or around them.
15 hours is a very good novel. So are the Caiphas Cain novels, which I am a big fan of. I don't know if you've ever read the Flashman novels by George MacDonald Fraser, but Cain is an 'anti-hero'. He's a commissar, but a rather unusual one, for the fact that he's always looking after his own skin! He always ends up as the hero though, despite his efforts to stay out of the line of fire. He presents a very synical outlook on the warhammer 40k world, and the books are very amusing to read.
The Gaunts Ghosts series is also good. Full of gritty, bloody, and realstic action. You get to know a lot of characters, and each book is different to all the others.
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Anything by Dan Abnett is effin' fantastic...Gaunt's Ghosts, Eisenhorn, Ravenor; any one of those series is an awesome read. Admittedly he takes a few liberties here and there with certain details, but it's usually the sort of stuff that nobody would notice at all if they weren't manic about fluff, and the sheer strength of the writing makes up for it in spades.
I personally recommend his book Titanicus with eleven out of ten stars. Talk about insane amounts of win...in brief, during the Sabbat Worlds crusade (where Abnett likes to place a lot of his stories) a new Mechanicus forge world is invaded by highly mechanized Chaos forces. A nearby Titan Legion diverts from its course to the front lines to combat the threat.
Just imagine, if you will, the idea of a battle between TITANS. If that doesn't pique your interest, you're probably playing the wrong game.
The Emperor set a fire in their hearts that they might burn the iniquitous and the impure from his sight. And the light of that flame shall be as a beacon to the faithful, a light that shines in the darkest places.
I've been blogging quite a bit recently about the Cain and Eisenhorn series. If you swing over to my blog (shameless self plug!) there's a bit on there about my thoughts on them, relatively spoiler free (IIRC).
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Anything by Dan Abnett, i've read 100 plus warhammer novels and his have been by far my favorite. Lord of the Night, Angels of Darkness, The Word Bearers series, Storm of Iron, and Emperor's Mercy are all good reads.
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Both write enjoyable books, they take liberties with the fluff, but it makes for a better read as a result. Any series by either author is good (although for Abnett, try and read them in release order - especially the Eisenhorn and Ravenor series - as all his stories have links together due to being in the same region of space)
TBH I've enjoyed every Black Library novel I've read (and I own most of them), but then I do love the background and I can ignore shoddy writing for a good story
I prefer classical literature.
Galsworthy "The Forsyte Saga"
Thackeray "Vanity Fair"