I'd also suggest the Night Lords trilogy. The 'protagonists' are all very different from the Space Marine archetype, being sneaky backstabbing Night Lords, and it deals very intimately with their psychology and the struggle for a Traitor Legion without a homeworld just to survive. I think this is the only series I've ever read where the Space Marines go into battle with cobbled-together mismatched armour and looted weapons and routinely run out of ammunition.