When me and my Friends all worked midnights and had time off. Every single day off we would play
40k from 5pm to 6am. made our own table, terrain, ect. anyway some of our house rules we really liked.
1) Head Hunters, lose a match, lose a head from your bits box to give to your opponent to put on one of his bases as a trophy.
2) knocked over a model, one of your models died. Number of models was equal to what you would lose. Made us be more careful and roll safer
3) Beerhammer, drink a beer, place it on the table, it is now impassible terrain, chain drink, make a wall and trap a unit in place

(had to modify this rule many, many times to get it so we could actually finish a match)
For store play we usually play where no mysterious terrain. and Approval of ITC
faq's