Would you like to buy some of my used copies

Shameless Plug ---> http://www.tacticalwargames.net/taccmd/viewtopic.php?f=58&t=18637

If you like Eldar, Gav Thorpe's "Path of the Warrior" is good. The first part of the book is probably quite dull if you aren't already really into Eldar stuff though. I don't think anyone's written a book about Iyanden's Tyranid invasion, which is a pity. The 40k codex is probably the only source, aside from old White Dwarf stories (some of which might be online).

For the lighter side of 40k, I like the Ciaphas Cain series (there may be some sexual innuendo, but nothing more). But it fits the 40k scale better, whereas Dan Abnett's books tend to be larger and scope, and more Epic-like.