I think I'd have to say the Grey Knights are my favorite chapter, or maybe Soul Eaters (I think that's what they're called). It's hard to choose, I also like the exorcist chapter because their background is basically, "Hey if you survive the whole being turned into a giant superhuman over night, we're going to let a daemon possess you, and if you can survive exorcising yourself you can then join us and probably not survive the couple decades of being a scout. No you cannot go back to being a farmer."