Gaunt's Ghosts: The Founding

Has plenty of action, and being an Imperial Guard novel, there's potentially a cast of billions. Abnett focuses on a few key characters, and throws in the occasional "red shirt" who gets name-checked just prior to being killed.
The Ghosts are a rough-and-ready bunch, and tend to be looked down upon by more established/higher class Guard units. Partly this is through jealousy as they inevitably manage to get the job done that others couldn't.
The action doesn't let up and is a good read from start to finish.