And he did this by screwing with their DNA?
Wow. Also, you'd think they would all look the exact same if this happened. At least Guilliman and Dorn would. Their brains would be different, but why hair colour? (Also, which one was ANGRON supposed to be? THE ANGRY ONE! :D )
He really should have filled a few million dataslates with the cure for every disease if he was that good at DNA type stuff.
Nurgle would be dead within a month.
Re: Not making more, a la Channel Tunnel, LHC etc... more are not made there, since they aren't needed. The Emperor could have used more Primarchs, to be honest, and tinkering with DNA wouldn't require vast resources if the research had already been done.
EDIT: Re: Experiments with women. My implication here is that the Primarchs got their different personality traits from potential mothers. The Emperor wanted Horus to be the pretty one, so took a pretty woman. He wanted ANGRON to be the ANGRY ONE, so took an angry woman. Etc.
@Kinslayer: Are you certain the creation of the Emperor is defunct?