I have noticed that one question asked a lot on 40k forums is "which novels should I give my friend to get them into 40k?" Everyone has an opinion, and if you don't try to winnow through it, half of the Black Library catalogue will be sitting on your friend's bookshelf before they know it. This could be a good thing, if they are generally interested in 40k and maybe have some knowledge of the fluff. But for a true newb, it can be so overwhelming that it is a turn off. Especially since much of the background is very much an insiders story.
My solution is a pair of books, the Eisenhorn trilogy and Storm of Iron. Eisenhorn is a great choice because it doesn't make any assumptions about what the reader knows. The worlds are all new, and the character is trying to solve a mystery that shows the reader what the 40k universe is like. Xenos ( part one of the trilogy) has only a handful of Space Marines and a handful of Chaos Marines, with some Imperial guard (loyal and traitor) thrown in. This series is kind of like easing yourself into a pool after lunch. Yes, it can be more fun to shock your self, do the cannonball and start having fun. But easing yourself in can build comfort and acclimatization.
Storm of Iron is quite a different beast, however it represents a 40k game in novel form. It is the siege of an Imperial fortress by a chaos legion (the Iron Warriors for those who don't know) and it has everything a 40k fanboy could want in it. Chaos Space Marines, Space Marines, Titans, Imperial Guard, things blowing up, explosions, flashes, booms, bangs! This was Graham McNeill's first novel, and I think it wow'ed fans in a way his Ultramarines novels just haven't done. Not only are the main protagonists bad guys, but they do some horrific stuff to boot. So the next time someone asks you about reading some 40k novels, offer up these two, and they won;t be disappointed.