What do you want to be fighting against (Orks? Dark Eldar? Dominates?). Hell, you could even play as Dominates. 

Do you want to be participating in massive battles? small skirmishes? elite missions? That would largely be determined by regiment type although there is some overlap. Recon, light infantry, and drop troops are more likely to be given independent, long range missions. Line and siege infantry are going to be manning trenches or launching offensives. Tanks aren't going to be doing a whole lot other than shooting at other tanks. Etc.