I just posted my review of the 40k novel Eisenhorn on Amazon. In short: I liked it a lot, 5 stars.
I'm a bit of a picky reader, and while I prefer Science Fiction, I am, in general, strongly turned off by the idea of churned out fiction set in somebody's IP, like Star Wars or Star Trek. I'd heard a lot of good things about Eisenhorn, but I couldn't really bring myself to buy it. However, I found a friend with a copy, so I borrowed it and read it.
I found myself immersed in the book, and wound up reading the trilogy in about a week. The story has a knack of seemingly small, innocuous events and characters becoming more and more important as the story progresses, and I found myself making excuses to my family to sneak back and read further along to find out what happened.
You would probably benefit from having some knowledge of the 40k universe before reading this, but most important topics are explained in sufficient detail that a newcomer could read this book. As an Inquisitor in a world where magic is real, it reads like a supernatural mystery. The stories were, I thought, somewhat reminiscent of the Lovecraft mythos-- Eisenhorn meets supernatural evil that corrupts humanity and is powerless to stop it-- but with the twist that he has a choice to make-- the choice to maybe use a small part of that corruption to actually defeat the larger evil.
I was pleasantly surprised. I will be picking up my own copy of Eisenhorn and will recommend it to my friends. I might even go so far as to read another Black Library book...preferably something written by Dan Abnett.