I've got nobody local to me who wants to play any of the Fantasy Flight Warhammer 40,000 rpgs.
Dark Heresy is a low-powered, Inquisition based/detective style game.
Rogue Trader expands on the system with a mid-power, Explore and Trade style game.
Deathwatch (don't have the Black Crusade stuff, but have flipped through it) focuses on the higher-end, mostly combat and fighting.
But all three games can be played in any style that you want and synergize nicely into a balanced game when you advance your "lower" game characters up in experience to match the "higher" game characters.
The books are worth it for the fluff, honestly, even if (like me) you never get to play.