I have all the 40k printed novels now I believe, apart from some weekender exclusives I've spotted on this thread.
My first 40k novels were printed on Boxtree, pre-dating Black Library, Chaos Child and Harlequin are the hardback versions.
Warhammer i have quite a few, a couple on GW Books, (and the first Dark Futures) all the Boxtree's and a considerable number on BL since, but I don't collect them like I do with 40k, so dont have much 99-2005.
All of the Boxtree and GW Books were bought new near release in the early 90s. I've been into it for a long time now.
Background books: Armageddon, Black Crusade, Sabbat Worlds, Tactica Imperialis, Xenology, the first batch of Heresy artbooks as a 4, and as a collection. Those two Forgeworld Istvaan books (which are great) I don't have any Inferno magazines, probably the biggest gap in the collection. I avoided most of the recent e-shorts, from the 25th anniversary 79p for a page of text onwards as I felt they were a bit of a rip off. Besides, I like to own a physical copy. Audio's - no interest.
Some pics from the summer.