Well, to start:
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Warmachine -
Hordes -
Flames of War Warmachine/Hordes (or Homachine) are two sides of essentially the same wargame. Warmachine is a dark fantasy setting with steampunk elements (giant robots powered by magic and steam, for example), while Hordes is monster-smashing goodness in the same setting. They're geared more towards competitive, in your face gameplay than what I'm going to guess you're used to - I suppose a comparison of rugby to golf may be semi-accurate. They're 32mm 'skirmish' wargames. I play Cryx, a faction filled with techno-undead, pirate cheese bastards who love nothing more than to murder your face, and then bring back your dead allies to continue with the face murdering.
Flames of War is a 15mm, WWII historical game. It's a company scale game that should be semi-familiar to
40k players. You can play as Germans, British, Americans, Soviets, and minor allies like France, Poland, Italy, Romania, and Hungary, depending on what 'era' of the war you're playing in - Early, Mid, and Late.