You want cheap? Download MegaMek. It's free, you play Classic BattleTech online. Win. Or just play Classic Battletech with a counters instead of minis. As long as you bought and read the rule books, nobody will give a crap. For that matter, the novels for CBT are definitely better than the stuff Black Library turns out.
Regarding 40k Black Library stuff: it's usually not very good. Abnett cannot be trusted with a series of novels either, so avoid the Gaunt books. I do recommend the Cain books, Brothers of the Snake, the Grey Knights trilogy which hasn't been collected for some reason, and Titanicus if it's out in paperback yet.
Talking of 40K, I was thinking of getting into it, any recommendations on armies, first purchases. BTW I have played a lot of figure games, and am a fairly experienced war gamer in general.
If you're used to games of a fairly high level of similarity to modern tactics, Imperial Guard or Tau is probably a good choice. (I have a custom-built IG light armor unit because they won't let me play Tau anymore. :/ Too many games of Steel Panthers made me good at the right style of fighting.)
Most new players start off with Space Marines but they rarely keep them for some reason. They're certainly forgiving with their armor save.
Buy your guys off ebay rather than from GW, the market is glutted and ebay is ****loads cheaper. Possible exception with the new IG plastic dudes. If you want a certain style of guy reliably (somebody here assembled several entire squads of Space Marines with the "beakie" helmet) the ebay is definitely your best bet.