Dan Abnett is worth a look. He's done plenty of titles set in the Warhammer 40,000 universe, and whilst these are very variable in quality on the whole, his are definitely a cut above the rest.
Amongst his works are the Gaunt's Ghosts series, which follow a squad of troopers through a massive interstellar war. They're rather similar to the Sharpe series of books except set in the far future with campaigns across entire star systems that feature billions of combatants. There's also the Eisenhorn series that describes the adventures of one of the Imperium's Inquisitors as he roots out heretics and traitors and uncovers plots within plots.
Abnett has also done a few novels set in the Horus Heresy period, which are set ten thousand years in the past from the perspective of the 40k universe amidst a galactic civil war, including the debut novel in the series, Horus Rising.
Action sequences are definitely his strong point, and whilst many of the 40k books feature cardboard cutouts, Abnett does properly rounded characterisation, even when describing the Space Marines (who despite being genetically engineered superhumans hell bent on religiously motivated genocide in the name of humanity, are often a bit... well... boring, when described by other authors)
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