All Warhammer 40000 novels are Grim and Dark. Until now. Sandy Mitchell has written a wonderful series set in this Grim and Dark future, which is far more humourous than any that have come before. The series follows Commissar Ciaphas Cain, who, on the surface, seems to be a heroic man, who goes above and beyond the call of duty. However, the novels, narrated from his point of view, paint a less-than-stellar picture of him. All of his heroics are accidental, all of his achievements occured while he was attempting to flee the field of battle, all of his charisma was used to get the troops to like him and not shoot him (he comments that traditional "shoot the cowards" commissars tend to die bravely facing the enemy, no matter how far away the enemy may be...).
Through all of his trials and tribulations, he truly achieves impressive things. Defeating several Tyranid invasions, assembling a group of refugees and making them a cohesive fighting force, defeating an Ork warboss, a Chaos Marine, and several demons using only his wits and his chainsword, and even escaping from Necrons several times. Since only the audience is privy to his real reasons, everyone else believes him to be truly heroic.
The novels, as I've mentioned, are told from his perpective. However, they have been editted by an old friend of his (and major character in the series), Inquisitor Amberley Vail, who adds enlightening footnotes and extracts from other works where Cain leaves out details. In these footnotes, she throws Cain's own self-deprecation into question, commenting on the many brave and selfless acts Cain has performed, leading us to question Cain's version of the truth, and throwing yet more doubt on whether he is truly a hero or an opportunistic fake.
Each of the books are well-written, and contain several references to other 40k novels, such as Gaunt's Ghosts, as well as to other media (soylens veridiens being just one example). While reading each book, you get drawn into the 40k universe, bit by bit. It's described in wonderful detail, and seems like a living organism, where life continues on, even when the heroes are nowhere nearby. The characters are believable and complex, and even many bit characters are fleshed out in some way.
Only a small amount of 40k knowledge is needed, unlike others. If you've ever laughed at Blackadder, I would recommend this.