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What you're talking about sounds like a sort of escalation league. You could start out with a few kill team games, move on to 40k in 40 minutes type games, then up to 750, 1000, 1500, and so on. Eventually you can top it all off with a huge Apocalypse battle with titans, aircraft, and all sorts of other stuff.
The only problem with an escalating 40k campaign as opposed to a D&D one is that you don't always need minis for roleplaying games. If you want to have a titan in 40k though, you've got to build your own or pony up for Forgeworld.
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