THE RIPPING AND TEARING OF YOUR ASS SHALL BE THOROUGH AND MERCILESS.

If you want a good RTS I recommend "Dawn of War", Especially the "Dark Crusade" expansion if you're want a good and repayable campaign

If you want a good single-player third-person shooter, "Warhammer 40,000: Space Marine"

If you want a good turn base RPG, I can recommend "Mechanicus"

Those are the games that I have played and can recommend, I heard good things about “Dawn of War 2”, “Spacehulk” and “Battlefleet Gothic: Armada II”, but hasn't experienced them myself, keep in mind that most of 40K videogames are bad (Expect the ones mentioned here). All the games that I have mentioned are available on Steam.

If you want to laugh a good bit, watch the Web series of "If the Emperor Had a Text to Speech Device" is really entertaining and good at explaining the lore.