I was thinking about starting up this game, and I was interested in looking around my options and choices.
I haven’t played in a couple of years (kids, other games… ect.) but I own 3 armies. About 6000 points of Tau, 3000 points of Space Wolf Marines and a small 1500 point or so detachment of Valhallan Ice Warrior (Imperial Guard).
6000 points of Tau? Are you fielding a battalion?
I’ve watched people play, including the largest GW sactioned board (or something like that, at the time it was calimed to be the biggest - 24x48 feet IIRC)
In case you are not aware, here is a reason I call the game Warhammer $40,000:
http://www.forgeworld.co.uk/acatalog/TAU_AIRCRAFT.html
Brian
895.00 GBP ~= 1,690.00 USD
I fielded a Space Marine force of Black Templar’s but stopped playing back in 2000. What specific information are you looking for? I think Space Marines are the easiest army to start out with but unfortunately it seemed like 3/4ths of the time I played WH I ended up playing against other Space Marines and it got old.
A lot of people dislike Games Workshop but they make a pretty good product and some nice looking miniatures. One thing you should realize is the amount of time and money it takes to build a Warhammer army. You’ll be spending several hundred to build a large battle force, a few hundred for paints, brushes, and other supplies, and of course it’s going to take many hours to assemble and paint your army. Truly, you will spend more time assembling your forces then you will playing the game itself. For me the time and money it took to prepare for the game eventually outweighed the fun I was having so I stopped playing. I don’t tell you this to discourage I just want you to know what you’re getting into.
On the bright side Warhammer is one of the most, if not the most, popular miniatures games on the planet so you’ll find plenty of support from Games Workshop, plenty of official tournaments, and plenty of opponents so that’s a plus. Just try finding all that you Warzone fans!!
Marc
Oddly, I was interested in the Witch Hunters. If I can get them to work at all. I picked up the Codex for kicks. Their problem, though, is that they were designed incredibly inflexibly. They really have no tactical options.
The game isn’t cheap, but if you’re an adult it really isn’t all that expensive (I mean… I could afford a 7500 point Chaos army when I was 17 and making $6 an hour). Forgeworld stuff isn’t really a fair basis to judge on, since it isn’t “standard”.
Not intentionally. 
I just kind of went overboard for a little while… wanted completely mobile options… but liked battlesuits… basically I wanted enough figs to field anything I could think of so I have just about everything and in enough quantities to min/max most things… and a TON of Kroot.
I don’t remember Witch Hunters when I was playing but from what I’ve heard you can combine them with either a Space Marine army or the Imperial Guard which seems kind of cool to me.
Marc
I have a Witch Hunters force (actually pure Battle Sisters) of about 2000 points. I don’t play 40k that often nowadays though. I prefer Warmachine, but it all depends on what game(s) people in your area play. The advantage of the Games Workshop products is that there is usually quite a few people playing them. Warmachine, Confrontation, Flames of War are growing fast and in some areas you’ll find lots of opponents.
Witch Hunters is what used to be Battle Sisters, of course.
I’ve got about 3,000 points of Tau and 1,000 points of Harlequins, but I’m mostly retired. It’s an okay game, not as brutal as Advanced Squad Leader, not even as good as Mechwarrior: Dark Age, imho. (I like combined arms games, sue me.)
One word of advice: find a “warhammer buddy” to paint and assemble with, otherwise you’ll be bored out of your skull. Painting together is fun, and if you share paint pots and such things you’ll save money in both the short and long run. There is absolutely no point in two people both buying a pot of shining gold that is only ever used for fancy trims on the general.
Start with something small, like 500 points, and play skirmishes and such. Later expand to 1000, 2000 and so on. (2000 point armies = 4-5 hours of play, faster as you get more familiar with it.)
If you can’t decide between two armies, pick the one with more plastic models. Metal models are hell to paint, and plastic is cheeper.
I never played, but my stepdad owned a hobby shop back in the day, and so I really got into painting miniatures (since I got them, plus the paint and brushes and superglue for free!). I mean really got into painting miniatures. I spent an entire summer in the basement making Orcs and Space Marines and Eldar’s. I picked up some of the source books too, which made for interesting reading, but I never actually played the game. I still have hundreds upon hundreds of Citidel miniatures in box somewhere. It was fun for me just makine the figs.
I have about 5000 pts of Chaos Marines: the nice thing about them is many of the figs can also be used for Warhammer Fantasy: I have about 5000 pts worth of Fantasy as well, and about 2000 pts of each are usable in either system. (You can also use the figs for Blood Bowl, too, but they look better if you mod them to not have weapons on the Blood Bowl pitch.)
If you want a flexible army Chaos isn’t a bad choice since you can rejigger your army if you feel you messed up its composition and make it nearly an entirely different army without having to buy an entirely new army. For instance you can have an Iron Warriors army that has a lot of artillery, or a straightup Chaos Undivided army that has a mix of shooting and close combat, or a Daemon Army that is heavy on hordes of close combat guys, and still use the vanilla Chaos Marines as a portion of all of them (to start out with that is. In tournaments people would ding you for a generic paint job a little bit.)
Chaos is also almost as forgiving as Space Marines since they have all the advantages (mix of firepower and combat, toughness 4 with a good Armour Save, nearly impossible to make fall back,) except that they are more expensive pointwise most of the time. (And you can’t get Land Speeders in a Chaos army but those can be fragile.)
It costs more to get this flexibility but it’s cheaper and more flexible than buying two different races of armies.
I play Tyranids, and have about 4000 points of 'em.
They’re not exactly a highly competitive force to field, but they’re a heck of a lot of fun and they’ve got almost unlimited customization potential.