Series? The Cain Archives. Easily. One of the few book runs that has the necrons be consistantly scary, is entertaining and fun throughout, and does a good job of showcasing "normal" Imperial life in between all the GRIMDARKTM
It does suffer from recurringness of plot device, but is overall well worth it.
The Heresy books I have found by contrast to suffer greatly from having too many different authors. The transition between books can be quite jarring, and the differences in writing quality is quite stark in some cases.