Agree with Lanrak, as a gaming system Epic stomps all over
40k.
Obviously the miniatures won't be everyone's cup of tea, but back in the day my friends and I used to have truly massive battles of 20,000 pts a side, with half a dozen titans or more and entire companies, and it was frikkin amazing!
Real shame that
GW doesn't support it really any more. Your best bet now is to go to the 'tactical command forum' for talk about the game, where there is still a pretty active community. Also, the 'Net epic' site which has the fan-adjusted rules which I believe have more or less become the accepted version of the game to play:
http://www.netepic.org/netepic.html
Like all great games, even those that get officially no support are still played. There
is a community out there. If you are lucky enough to have a responsive gaming group, probably your best bet is to make an event out of getting 3-4 guys to collect an army and start at the same time. Don't buy the official, new stuff unless you have to (it's massively over-priced) but you can still get some good deals, often in bulk, on certain online auction sites.