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Been having trouble finding a really good Warhammer 40k novel. The only one that I though was good is Helsreach, Any more?

Night lords, by ADB, very good
Eisenhorn and ravenor are great series, although can be difficult to get hold of the eisenhorn trilogy
Gaunts ghosts - many, many books

Out of the HH series there are some excellent stories - fulgrim for one. They are harder to just pick up though, as some are dependent on earlier books int eh series, whilst others are either standalone / just need you to be vaguely aware of the Heresy.

The Dark Eldar path series is actually really good, third one comes out next month I believe. Its amazing if you wanna look into Commoraugh and the Dark Eldar lifestyle

Not a novel, but both volumes of Hammer and Bolter are pretty good. There's enough in there for every faction, some really great pieces, and a few good sets of recurring characters. There is a lot of fantasy stuff in there as well, but most of it is good stuff if you're into fantasy books.

One of my favourite stand alone 40k novels is Titanicus By Dan Abnett. Really tense Titan warfare with some great characters. I want a video game version that would do it justice just so I could scream "Engine Kill" every time I brought down an enemy titan. I got a far better sense of tactial overview from the Titan battles than a lot of the Space Marine "bolter porn" novels.