I'm quite liking newcomer Rachel Harrison's work so far. Lots of people like Graham McNeill too, but I find him dry and rather 'tell, don't show'. In terms of good entry points to the franchise's fiction, start with Dan Abnett, Aaron Dembski-Bowden (ADB) and Sandy Mitchell.
While longer series do exist within it (Horus Heresy, Ciaphas Cain, Gaunt's Ghosts, etc.), you can mostly just pick up whatever parts of it strike your interest without worrying about 'missing' some critical detail published elsewhere. There is no single, over-arching continuity to any of it, but rather they're a collection of independent stories that share a common background. Specifically, one that's been around for 35 years and which has been contributed to by hundreds of authors telling thousands of stories. In terms of story, 40k isn't a series, it's a setting.
