*Cracks knuckles* I've got two shelf-fulls of 40k books, and about 75% of them are Dan Abnett, so you'll get a rather different opinion from me compared to NGTM-1R.
The very first 40k book I ever read, before I even knew anything at all about the series, was Eisenhorn. I can't recommend it enough. Pick up the omnibus and check it out, first and foremost. It's a great cross-section of the universe, featuring aliens, mutants and heretics all in one handy volume (although each are the respective focus of the three collected books). Personally, I really appreciated the characterization that went into crafting Eisenhorn's entourage over his career, with a great story arc reaching across all three segments. After that, I highly recommend the Ravenor series, which you can also pick up as a rather swanky-looking omnibus. Inquisitor Ravenor was Eisenhorn's protege, and hence I highly recommend you read Eisenhorn first.
Also, I happen to adore the Gaunt's Ghosts series. Again, you can probably pick them up cheap on Amazon or from your local sci-fi bookstore in omnibus form. However, it's a pretty damn hefty read. There's something like 14 books at this point, divided into 3 major story arcs, with the 4th having just begun with its first book about a year ago. Each omnibus comprises a "campaign" within the greater Sabbat Worlds Crusade in which Gaunt and the Tanith Ghosts are taking part, with each individual book taking place on a single planet and linked by an overall theme or story arc. The series provides a really great spectrum of battle types, ranging from airborne operations, to trench warfare, to a special-ops/guerrilla strikes on a Chaos-held planet. Abnett also manages to craft a wide cast of characters that you'll actually give a damn about. Throughout the battles, plenty of main characters die, and you'll genuinely care what happens to them and the ramifications for the regiment as a whole. I don't know what problem NGTM-1R had with them, but one of the major complaints I can see coming out of the series is that Abnett attempts to make 40k as plausible and realistic as possible within the constraints of the universe, and this occasionally raises some issues. However, I think this is definitely a minor issue, and most of the time everything fits quite well. Also, the first few books of the series, especially the very first, certainly aren't the strongest. But this is remedied very quickly, and the final book of the first series - Necropolis - is a damn good read, and 'Only in Death' provides a bloody creepy experience. Definitely worth a look.
Beyond this, Abnett's also written a few independent stories set within the same Crusade. One, Titanicus, tells the story of Titan legions operating on a Forgeworld during a Chaos invasion. It presents a very interesting look into how the Collegia Titanica operates, although there's kind of a ****ty suckerpunch at the end for one of the characters. The second independent tale is called Double Eagle, which is set in the aerospace corps of the Imperium. Not the greatest read I've ever had, but still an interesting look into a mode of warfare not often seen in the 40k universe.
I can also highly recommend the entire Commissar Cain series. It's a major change of pace from the dramatic Abnett books, with Sandy Mitchell capturing the lighter side of the grim-dark universe. The books are told from the perspective of Commissar Caiaphas Cain as written in his unpublished (and hence totally candid) memoirs, with humorous footnotes provided by a sexy Inquisitor who may or may not have been involved with Cain. The primary gag of the series is that Cain is a cowardly, lazy guy who essentially just wants to pass out his service in the quietest corner of the galaxy, without having to give his life for the Emperor. Of course, things never seem to go to plan for him, as he repeatedly finds himself in the midst of Tyranid hive fleets, Ork Waaaghs, and Daemon summonings. Not only that, but he somehow becomes one of the greatest heroes this side of Holy Terra, resulting in his reputation getting him into further peril. It's a hilarious read, and Cain's sardonic manner as he explains 'what really happened' always plays just right. This is definitely worth a look, if only to see that humor does indeed exist in the 41st Millennium.
Of the Horus Heresy series, I've only read Mechanicum. As pecenipicek says, if you can look past the overdetailing, it's quite entertaining. However, from what I've seen of the rest of the series, there's not much there that held my interest. Honestly, I tend to shy away from Space Marine books, so I'm definitely not an expert and hence won't comment on any.
tl;dr - Check out Eisenhorn, Ravenor, Gaunt's Ghosts and Commissar Cain. Mefustae's seal of approval.
