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The Leman Russ, great tank with a variant for any situation.

Baal Pred with Flamestorm cannon. Not quite as effective as the assault cannon, but is much more intimidating. Plus it melts power armor

Probably the Dreadnought. It's something we don't have now and I suppose this exotic-ness adds to the appeal. Its also very grimdark (piloted by a half dead dude, c'mon) which makes it fit with the 40k style perfectly.

Aside from that, the fact that it is a multiple ton killing machine that can be outfitted with all kinds of closed combat and ranged goodies doesn't hurt

My second might be a Basilisk. I've just always liked artillery.

Vindicator I love my little vindi's, they blast the crap out of things so well...