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It depends on your idea for fun.

In the last chaos codex, my sheer amount of daemons and fluff in my army made them fun to play. Now they're dull and sub par.

I've recently switched to Tau from SW as well and have realized I love them more than even my old CSM. They have a completely new playstyle which is amazingly fun to play if you enjoy tactics and their model range is delicious.