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Alright, so I am brand new to 40k. Played Warmahordes and a few other games but finally giving 40k a try. I picked up a Dark Imperium set and traded the Primaris half for more DG, picked up the codex as well. I like the look of them and the price was good for trying things out. There is an escalation league starting at the local shop as there are quite a few new players getting in. Going for 3 2 week blocks, points are 500/750/1000. Mainly what I want to know is where to go with my starting force, I have a bit I can spend but don't want to end up with stuff I will never/rarely use. Also, the whole choosing weapon load out is not something I'm used to and am looking for direction/reasons on what and why for new purchases.

As a secondary the forces I looked at from pure aesthetic reasons was Death Guard, Ad Mech, Thousand Sons and Grey Knights. In fact I had purchased the GK codex and a box of Paladins/Terminators. Just curious on the thoughts on those 4 as I am not sure 100% where I will end up.

GKcs powerlevel is a bit lacklustre at the moment if that worries you.

The biggest thing you should know is that any imperium army can ally with any other imperium army. This creates the biggest and most unsolvable imbalance in the game, as it allows any imperium player to draw on what is around half the armies and units of the game. In theory Chaos has the same deal, but with a fraction of the units available, it doesn't shake out evenly. Xenos books such as Tau or Necron are basically on their own, eldar being the exception as they have around the same level of options as chaos.

That said, most people in friendly gaming do prefer to stick with the army they fell in love with.

As I play AdMech I'll touch on that too. Our codex has some really solid choices and we got some neat synergies. I really enjoy my army, but the codex does have a severe lack of different unique options, and fairly poor internal balance. This can be shored up by the previously mentioned generous imperial faction as you keep building your army though, if you want that.

Well man, for the DG I say just model and paint as you like them.
Those models are killer. Pure gold.
Primaris are... meh. Double meh, maybe, but still meh.
The DG were the cream.
Use the drones, first off.
Then, run what you feel like.

As for GK, Paladins are awesome IMO.
A small force is cool to collect there.
Add it to an inquisition themed collection, and you can add your admech and so on too.
Imperial soup - stay away from special named characters imo, for two reasons.
1, no imagination, just point and click.
2. too expensive most of the time unless buying recasts/used.
ebay is your friend when you are starting on a serious collection.
Definitely you can find Grey Knights there.
You need troops, a leader, and I would stop with that.

Like i said those were just my first impressions looking through Aesthetically. I am going to stick with DG for right now as I do like the looks and I was able to get in cheap. I did pick up Typhus but haven't gotten him assembled yet. Not sure where to focus my building to get a basic list going for the league.

Have 5 Plague Marines and 1 Drone built as well as the Malignant Plaguecaster and Lord of Contagion. Also since these are the easy builds I have heard they are limited in the special weapons. Someone said there was a way to add to that easily though I don't remember what it was.

Thanks for the input so far.