I have to say, I’ve been very impressed by the way that Fantasy Flight has treated their license to create Warhammer 40,000 role playing games.
From the brilliant artwork and the tone of each of the books, you really do get a strong feel for the rich universe of 40k- and it is honestly more rich and worked out in the RPG books than it is in most of the 40k force books.
One interesting note, though, is that there isn’t exactly a line of Dark Heresy or Rogue Trader minis. Deathwatch has plenty, since marines are the iconic centerpiece of 40k, but there are so few women, and even fewer non-military humans that finding good minis for a 40k RPG often takes you outside the line.
Dark Age has a good line of minis in trenchcoats, and a lot of them would work brilliantly as Rogue Trader characters. Another place to look is Reaper’s Chronoscope line, where pretty much anything goes.
Here is a character I painted for a Rogue Trader campaign. She originally came from Anima Tactics, but she has so much character that she was just screaming to be role played: