So I've played on a good few of them now, mostly the Sector Mechanicus one. I have bought all the boxed ones aside from the Rogue Trader one (and the latest one, Wall of Martyrs, which isn't out yet!).
Sector Imperialis: Only really played the demo game here, the terrain is good to restricting movement, but leaves things pretty open as there are lots of windows to shoot through.
Sector Mechanicus: With enough terrain you have a good mix of obscuring terrain with a little
LoS blocking. What's good is there is lots of verticiality, but because of the size of the walkways it doesn't improve your shooting by a huge amount (though you maintain mobility). I always love stooping down to table level and seeing the jungle of sec mech supports and pipes down there... a real twisted tangle of rusted metal! I haven't used the tactics here much as they tend to be a bit fiddly (and as Necrons I don't use plasma, which a load of the tactics trigger off).
Sector Munitorum: A little bit of vertical terrain but typically *lots* of
LoS blocking terrain (a lot of people call the armoured containers the 'best terrain
GW produce'). I actually love the look of this because I have so many of those containers, about 12 now! I can really make cool container mazes. You often end up with long straight firing corridors here, and getting high ground really improves your shooting (but pretty much fixes you in place in terms of movement). The tactics focus on shooting here, there are some really fun ones for Heavies.
Death World Forest: This is the most different due to the 0 cost tactics. This means either player can use them for free, and as typically each one will always benefit one player more than the other consider them in play all the time
This means almost all terrain (and within 1" of it) will be dangerous terrain, and everything else (open ground) will be difficult terrain. Almost NO
LoS blocking here (and no verticality unlike Sec Mech), so a shooter's dream, but you cant hang out near terrain to gain cover...