Song of Blades and Heroes is a great game. Bosky's already linked to my club's 2012 summer campaign. We've been playing it off and on for about 3 years now and are about to start another campaign. It is fast to play but offers enough options to keep you entertained for years.
Though it's not free, it is really cheap. The rules and each supplement are only 8 bucks each.
http://www.ganeshagames.net/index.php?cPath=1_6&osCsid=90n4gpv8qf7jmf96996ft30af6
At the website above you can also see the free warband builder. It's a simple HTML program that does all the math for you in creating a warband and then lets you print it out and/or save (as text code) it for future use.
As for Sci-Fi games...
In the Emperor's Name is a great fast playing warband size game for your
40k figures and it has a unit creation mechanic so you can use it for any other sci-fi figure you might have. It's free.
Warengine/Shockforce is another great game for
40k figures. It's free and will accommodate platoon size infantry engagements but doesn't handle vehicles well. It's actually a favorite of mine as it plays fast, but has quite a bit of tactical flexibility You can get the rules and stats for all your
40k figures for free at the "Shockforce" Yahoo group.
http://games.groups.yahoo.com/group/WarEngine/
No Limits is another suggestion. It's basically the VOR game engine made open source.
IIRC, it has stats for
40k'ish units already created or you can mod your own.
http://www.wargamesunlimited.net/nolimits/
Also, consider the Warpath 2.0 rules from Mantic. They are free, professionally created, fast playing and heavily playtested. They don't have a unit creation mechanic, but almost all their units have pretty obvious
40k analogues.
http://www.manticgames.com/Hobby/Gaming.html
There's also a fair number of fan created force lists if you do a google search.
Lastly, Ganesha Games, creators of Song of Blades, is currently working on a Sci-Fi game called "Harder than Steel" It won't be out for a while, but it should cover all your
40k figures.
Best of luck on your game search. The world of alternate rulesets is wide and wonderful.