There are many, many more table top miniatures games out there then what Games Workshop has to offer.
If you are willing and have an open mind, and you don't scoff at everything non-
GW, you can try:
Warmachine/Hordes (Mk III just game out, and it's a fantastic time to jump into the game- Steampunk heavy magic robot vs. robot action)
Malefaux (diceless, skirmish based, small fantasy steam punk game)
Guildball (Another steampunk skirmish based game)
Kings of War (Spiritual successor to Warhammer Fantasy- heck, you'll probably find rules for all the ex-fantasy armies)
Infinity (complicated, but rewarding hard sci-fi skirmish game)
If you go prepainted, you can play:
Wings of War (WWI and WWII aerial dog fighting using the Flight Path Maneuver System)
X-Wing (very solid, competitive game based on the Flight Path Maneuver system of Wing of War using the Star Wars franchise)
Star Trek Attack Wing (Flight Path Maneuver System, Star Trek franchise)
You can also get into the more "fringe" games that not many people play, but they are out there:
Heavy Gear Blitz (Fast paced mech combat, and new edition just game out with all plastic mechs)
Drop Zone Commander (10mm sci-fi war game)
Drop Fleet Commander (Fleet vs. fleet sci-fi)
Dystopian Wars (steampunk naval and land warfare)
Firestorm Armada (deep space fleet vs. fleet using Dystopian Wars rules mechanic)
HALO Fleet Battles (fleet vs. fleet in HALO universe)
HALO Battles (ground based battles in HALO universe)
Alphastrike (Battletech Light; uses same rules, just gets rid of a lot of extraneous stuff; focuses on armies of mechs instead of 1-2)
There is always Old School, and these you may have trouble finding, but there are still groups out there that play:
Battletech (yup, it's still around and still kicking)
Star Fleet Battles (if you like book keeping and accounting, this is your game)
Battle Fleet Gothic (an oldie but a goodie from
GW; the rules are all free online now, and there are several groups that are keeping it alive)
Mordheim (See
BFG)
Full Thrust (awesome fighter vs. fighter sci fi)
This list is far from complete, and those are just the games I can think of off the top of my head. Want even more choices? Take a tour into the board game section of your game store. There has been a Renascence of Board Gaming and you will be surprised at what is available. Finally, there is always the Card Flopping Route (not recommended; it's like going to the Dark Side

)
We are in a Golden Age of gaming. Never before have we had so many opportunities and choices for games. No player should ever be complaining about how board they are playing table top games when so many options are available. No one is playing in your area? Perfect opportunity to introduce your area to a new game. And who cares if it fizzles out or everyone stops playing after a couple months and plays a different game. It's fun to learn new rules, explore a new game, and see how other companies make games. Even if it's a stinker/bomb and you hate it, it just might reignite the flame you had for
40K.