There is chick lit and there is fan lit and there is 40k lit. And there is lots of other things lit. Sometimes these offerings from generally held these cliches transcend their genre. This blog offers no opinions on chick lit. As far as 40k goes opinions abound. The following is therefore a personal assessment.
Favourite and key character in this series is the indefatigable Jurgen, he of the body odour, webbing that contains everything, imperturbability in the face of certain horrible death in combat, but with a fear of flying and the ability to produce ready bowls of tanna anywhere and at any time, plus a handy multimelta. Jurgen is probably the real hero, Commissar Cain is the likable narrator despite and because of his admitted personal failings. Cain is sucked from one catastrophe to another, triumphing despite the odds and despite his penchance for running when the going gets only a little rough because of the ever present unquestioning support of the odorous and imperturbable Jurgen and his melta. If only GW would make a mini of Jurgen. Why is Jurgen not on the cover??
In addition as good a read is Ian Watson's Inquisition War trilogy taking in the Eldar. A complex and in some ways unsatisfying tale at the end.
Finally there is the Ravenor trilogy also written by Dan Abnett. Less reflective and more action than the Eisenhorn trilogy but less weighty all the same.