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What is the best mech, superheavy tank or giant robot in 40k lore wise? Only restrictions are that it can't be a titan.
Knight sized or similar.

I think some of those FW "Knights" got pretty effin big. Buuuut, if we were looking at the universe and not just 40k scale models, there are some gigantic vehicles from Epic. Squat Cyclops, Leviathan, and the Capitol Imperialis.

I'm really a sucker for the Shadowsword though. I'd prefer a squadron of those in my collection over a Titan.

What about a Skylance or Stormbird?

Lore-wise I'd go with a Stompa. I've also got a soft spot for the Knight-Atrapos - who doesn't love a gun that shoots black holes!

The Leviathan Dreadnought.

Looks amazing, a great kit to put together, and it was created as a secret weapon to potentially use against the Mechanicum. This excerpt of their lore is pretty badass too:

"Those few Leviathan Dreadnoughts which survive into the 41st Millennium are ancient and terrible relics, rarely spoken of and rarely deployed, dreaded as much as they are revered by those Chapters that possess them. The tormented and ravaged minds of those interred within are driven to the edge of madness by the little-understood mechanisms unique to the Leviathan, trapped in dreams of the Heresy which haunt the machines themselves..."

Ordinatus engines.

They're basically titans but have treads (and they work for the Centurio Ordinatus rather than the Legio Titanicus). The Ordinatus-Majoris types are build once for a specific battle and then put away never to be seen again, while the Ordinatus-Minoris are more common (though still rarer than Titans).

They're worshipped as forbidden near-heresy to the point where switching one back on after it has been shut off is a death sentence from the Mechanicum, because:
1) No one truly knows if they're sentient or not; their machine spirits are certainly ... lively.
2) They are innovations. Created from scratch with all the knowledge the Ordo Reductor and Centurio Ordinatus can bring to bear. Not an STC, not sanctioned by the Omnissiah - essentially they're in extremis vehicles constructed in violation of the Omnissiah's edict by shadowy branches of the Adeptus Mechanicus. They're freshly built, not according to arcane lore but according to modern science - newly discovered things. They are heresy in mobile form to most of the Mechanicum, and that's why the Majoris vehicles are only used for a single battle before being shut off and vaulted away FOREVER.