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Which one is better? Or is there a 3rd miniatures game that is better? Such as Infinity or WarHordes?

I assume by Leviathans you're talking about the game by Catalyst. If so then that's kinda hard to compare to 40K as one is a 28mm sci-fi wargame where as the other is a steampunk airship combat game,
they're so different it's not really possible to say that one is objectively 'better' than the other.

Yeah, that's a really tough - if not near impossible - comparison to make.

Do you want steampunk flying WW1 navies? Leviathans.

Grim dark, skirmish-y science-fantasy game? 40k.

Leviathans is a nuts and bolts kind of game. Like battle tech if you have ever played it, but no to as a high degree. As you take damage pieces of your ship falls off making your ship weaker. Guns are destroyed, engines, armor, etc.

It's fun, the rules, IMHO prevent playing very large games 1 on 1 in a reasonable time frame.

The models are great and fun to paint (repaint) the down side the masts are very fragile).

As for 40k, I've only played one game, I am of no use.