These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
YMMV: Warhammer 40,000: Space Marine
Catharsis Factor: Seriously, just charge into a group of enemies and start slashing (and shooting) away.
Crazy Awesome: The orks as usual, but Warboss Grimskull really takes the cake.
Ork Nobz in the first arcs. They're incredibly hard to stun or kill in melee, and shooting them down uses a lot of ammo. They also hit very hard in melee. Before you can get a Thunder Hammer, only Fury mode can kill them quickly and efficiently (though a three-hit plus stun combo usually sets up most nobs for a quick execution.)
The Chaos Space Marines, which are as tough as a Nob individually, and they show up a lot.
There are few enemies in the game that can kill you faster than Rokkit Boyz. Shooting at them largely requires you to stand fairly still and be vulnerable for their rokkits, while running up to them to melee them means they're bombarding you with rokkits while you aren't killing them! The only safe way to deal with them is to stand waaaaay far back where their rokkits can't hit you and pick them off, which is a chore even when using dedicated sniper weapons.
After Chaos shows up, we get the Bloodletters, demonic enemies which can Flash Step to dodge bullets and wield huge flaming swords. They spawn in packs, and while one Bloodletter dies quickly enough the full group will surround you so you can't dodge-roll to safety. They also love to stun you with a stabbing attack, which in groups turns into a miserable stunlock party. If they get you inside their circle you pretty much have to waste your Fury charge to get them off your back.
What's worse than two kinds of Goddamned Bats? Goddamned Bats that sometimes turn into different Goddamned Bats upon death! (Renegade Guardsmen and Bloodletters, respectively)
Heartwarming Moments: The message from Nathaniel, one of the people on Graia, saying that no matter how hopeless things may be, he will look for his son.
The Blood Ravens arriving to help out is pretty heartwarming when you realize that they weren't given any orders to come. They just happened to be passing by and decided to Screw the Rules, I'm Doing What's Right! and come down to help out their brother-in-arms.
Player Punch: Realizing "Drogan" set you up, and watching Nemeroth murder Sidonius by stabbing him in the back with his power claw.