There’s a codex somewhere or other for kitting out an inquisitor with a full retinue and a bunch of units. Don’t remember which edition it was, however.
If you don’t mind using miniatures from other companies, there are several cheap alternatives to Games Workshop. The quality of the products is usually reflected in the price, so the cheaper you go, the worse the sculpts tend to be. Still, unofficial figures (proxies) work well for the gamer on a budget.
And because some of these miniatures are so inexpensive, you can be a little more experimental when assembling, converting, and painting them. If you make a mistake on a model it’s much less of a loss than when working with one from Games Workshop.
For the record, I use both official Games Workshop miniatures, and proxies. I’m lucky in that my friends don’t care which models we use. Another problem with proxies is that you can’t use them in a Games Workshop store or event.
Anyhow, from cheapest to more expensive:
http://wargamesfactory.com/webstore/alien-suns
http://www.manticgames.com/Shop-Home/Warpath.html
Also, an excellent blog with news about recent releases from all miniature manufacturers:
[Fluffmode Activate]
Not Space Wolves. For one, they pretty much told Rawbutt Girlyman where he could stick his Codex Astartes when it came to breaking down the Legion into chapters (though they are now much under strength compared to what they were during the Heresy), and for second there’s only been one canonical Space Wolves successor chapter, the Wolf Brothers, and they were disbanded due to genetic instability. The Canis Helix makes the Space Wolves geneseed particularly unsuitable for succession.
The two missing Primarchs are fluffed out to have been purged as well. At least one of the two was purged by the Space Wolves, that’s where their reputation as the Emperor’s attack-dogs first was cemented, and why they were tapped to take on the Thousand Sons after Magnus flouted the rulings of the Edict of Nikea.
They were also chosen because there was personal bad blood between them and the Wolves had their own psykers in their ranks.
To get really into it all, they were told by the Emperor to go and bring Magnus to account. But his intention was simply for Russ to bring Magnus to Terra to explain his actions. Russ disliked Magnus due to an argument they’d gotten into in a prior engagement, and the Rout took issue with their use of and heavy reliance on psykers, but they weren’t actively hostile to each other, yet.
These orders were routed via Horus, however, before the Heresy was actually revealed and through the machinations of Erebus/Lorgar and the Chaos powers, the orders actually put forward to Russ were not “bring him in” but “destroy them all”.
This ultimately was Tzeentch’s “Just As Planned” moment - Magnus was utterly destroyed, not only by his own hubris but (literally) was thrown to the Wolves ostensibly by his own father. He was driven from the Emperor’s side, and in a final moment of desperation forced to throw his lot in with the Ruinous Powers in order to prevent the destruction of everything he’d worked towards in his whole life.
And then Leman Russ picked up his sword, gun and presumably a hefty supply of beer ; hopped on a spaceship and set coordinates to the heart of the Eye of Terror to go and find that rat bastard on his own, because nobody was übermensch enough for the job. Maybe kill of the Chaos gods while he’s at it.
He’ll come back someday. He said he would.
We’ll see Russ again in the Wolftime 
I clearly would be no good at Warhammer, since I would have chosen the Salamanders. a) they get flame guns and b) they seem the most compassionate of the Space Marines. Or possibly the Storm Giants, even though they’re pretty obscure, just because I like the name.
The Salamanders are totally bro-tier as Astartes go.
Don’t underestimate the effect of a good flame weapon. My DeathWatch (Warhammer 40k RP) kill-team’s Apothecary (healer) was a Salamander successor chapter marine. He was also our flame weapon specialist. Onock (Salamander) and Magni (My Space Wolf Assault Marine) were total bros. Back-to-back in 'nid hordes, Magni would be belting around him with a chainsword while Onock was flammen werfering with his flame pistol. Hordes went down.
Just skip past the whole 40k thing and go straight to GW’s best game - Bloodbowl. Not only is it a better game but it’s cheaper to. You can pick up a team for 50-60 bucks.
Actually, that’s only GW’s second best game. The best is and always will be Necromunda. IIRC they made the rules open source a while back, too.
ETA: yup, there they are.
There is a reason I call it Warhammer $40,000
Brian
I dabbled very briefly, but just didn’t have the necessary time to play. I wish there was a “pocket scale” version of 40k, but the full-size is just brutal.
I do, however, have a bunch of unpainted minis around. If you’re looking to play IG or Marines, PM me and I’ll make you a great deal. 
There is. It’s called *Necromunda *;). But they discontinued it because, well, there are no huge piles of cash to be made off a game where an “army” is 15ish models tops. Same reason they discontinued Man O’ War, Blood Bowl, Mordheim, Gorkamorka…
That being said, there are ton of skirmish-sized wargames out there if you’re into that sort of thing, both fantasy and sci-fi themed. I really like *Confrontation *myself.
God damn GorkaMorka is a great game. I hope they do a rerelease like they did with the recent rebox of Space Hulk (which is currently still unpainted on my kitchen table. Must get on that). I’d go back to my local GW and actually play if GorkaMorka was on the table.
My codexes should get here today or tomorrow, I think, so let me review, but yeah, I might take you up on that.
And I have to confess, one of the reasons Imperial Guard tempted me was because I’ve been reading on 1d4chan about the legends of Ursarkar Creed.. (AKA “Creeeeeeeeeeed!”)
IG has some of the best vehicles short of an Apocalypse level game. They also have the squishiest meatshield.
Yeah, there’s nothing quite like fielding a couple Basilisks behind a squadron of Leman Russes to feel all blitzkriegy and shit. The flashlight brigade is just ablative armour 
(For those reading along, the default weapon of the IG is the lasgun, a weapon so weak that it’s generally referred to as a flashlight)
I’d feel more blitzkriegy if IG could have Land Raiders. Ironically the only tank that’s designated a Main Battle Tank, the Leman Russ, is not a Main Battle Tank, but rather a heavy tank from the point of view of non-apocalypse games: slow, powerful armor only on the front, and a mixture of anti-armor and anti-personnel weapons.
The Land Raider is much more of an MBT: fast, well armored on all sides, built to take on enemy armor, and can fire while moving. (Plus it can hold its own panzergrenadiers :))