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Having started a Pre-Heresy army myself last year, and it was a great investment despite the cost. The Pre-heresy models are all amazing and really are a chance to show what you can do as a painter and modeller. I found it easy to justify the cost by painting each mini to the best of my ability; the time spent and enjoyment/achievement I got them from made it worth it.
As for how they are on the tabletop, think of 30k like the eighties: everything was bigger! Tactical squads go from 10 to 20 men max, as do several other units. You can take whole squads of plasmaguns/meltaguns/flamers, there are huge tanks available to the Marines and Dreadnougts come in squads. The armies play best in the 2000+ region.
I think the rules were very much designed with fun gaming in mind, I think there's a bunch of crazy/cool stuff in there. In terms of compatibility, it's not explicitly made to work with 40k, but it does pretty well, all I'd say is you might want to up some maximum squad sizes to balance it out a bit.
Basically, go for it!
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