Getting Started - 40k RPGs

There is nothing worse than being interested in starting a new RPG, but not know where to start. These days, most of us don't have the spare cash to risk buying a book that won't be useful to us.

So, I'm going to try and give you all an idea of the books to avoid, books that you must get, and those you can leave till later for Dark Heresy, Rogue Trader and Deathwatch.