A Thousand Sons
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This looks at the Thousand Sons legion, and explains how they became what they are in the 40K cannon today.
It's good as it shows how pride and hubris became their downfall despite good intentions. Interesting to see things from this perspective, rather than the usual "they're evil" which comes across in the normal 40K novels.
Lots of action and back story really fills in the gaps, although you don't need to be into the game to read this as a good standalone story.