Alright, haha sounds like you're looking for more general info...
Uhm... the only one I personally own is Deathwatch
, you play as a Space Marine character, and the game focuses on missions you and your kill-team undertake to kill aliens for the most part. Rules for Chaos enemies and such are included but... It focuses on Xenos enemies being that the Deathwatch are specifically intended for combating alien threats. Black Crusade
is the newest one I believe, you play as a disciple of Chaos... Im pretty sure you can play as a Traitor Marine, although I'm not positive. The goal in this is generally more of a personal glory sort of thing... You're trying to gain power and influence by following and pleasing the Chaos Gods... In Only War
you play as an Imperial Guardsman, where you fight all sorts of enemies of the Imperium... as a regular human soldier. (personally I think this one would be the easiest to RP) Dark Heresy
, is where you play as an Inquisitorial Acolyte, rooting out the enemies of the Imperium alongside an Inquisitor... This one's the oldest and probably has a more well established following because of that. Rogue Trader
puts you in the role of *ahem* a Rogue Trader (Basically 40k's version of space pirate/explorers), and is probably the least structured one narrative wise as you're not bound by any particular goal except money and prestige. Hope that helps man! If you have questions about the Deathwatch one I'm more than happy to help... The others I don't own (hope to get them soon though, I think the books are fantastic), but I'm sure you can find all the info you're looking for here @: www.fantasyflightgames.com
Cheers! Edit: It's also important to note that ALL of these systems are compatible with each other, characters from one can easily interact and join party with characters from another