Fast 40k:
Each player has a single phase of their choose every turn in stead of all three phase, this would mean that if you had a bad position you could move into possition or if you had lots of fire power you could shoot or if you had lots of CCW thenyou could get in close. This is much more realistic, as in war people don't stand around gettingshot at. Another solution is to play simaltaniously, nominating a unit at a time to use, like a CC witheqaul intiative.
Heavy wepons would be calculated by if they moved in the last movement phase of their commanding player. If they have not have a movement phase yet, they are assumed to have not moved.
This would of course be a massive change, but much more realistic and fast.
Obviously more turns would be required.