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I do like to play with the moral greyness that surrounds the setting, and at the same time, often do my best to subvert the stereotypes in 40k. Making Xenos characters 'human' is very fun, as is moving away from the established standards of good and evil; Chaos Space Marines, for example, are fighting to survive in the face of religious persecution and (especially at the dawn of the Heresy) victims of circumstance as much as anything else. No, this doesn't make them good guys while they're sacrificing babies or burning planets for fun, but neither are they wholly evil. If a Hive Fleet or Waaaagh shows up, they're fighting to survive just like any loyalist, and it's possible to make them sympathetic characters in that regard.
The key, as with anything, is to make it read well. Yes, we've all seen the 'futility of war' story in everything from Blackadder to Star Wars, but that doesn't mean the message and value will be any less if tell it around a Guardsmen or a Fire Warrior. Similarly, the place between man and God has been explored since ancient Greek plays through to Superman comics, but you can still tell that story just as well with an Astartes as the lead character.
Tropes or not, a good story exists independent of its setting, and that's the important thing to remember. Who cares about using tropes if you can tell a good story?
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