[DarkHorse]

If you like the 40K universe (dark, lots of killing, futuristic, what's not to like?) and RTS games, then DoW is a fairly safe choice. It and its expansion (Winter Assault) are very well done and supported by both Relic and the community.

If you like tabletop miniatures and wargames, especially science fiction themed, then 40K TT is a worthy hobby to look into. As mentioned though, it is not to be undertaken lightly as there is some expense involved. But, you have to look at it as a hobby (and enjoy painting minis) and not just a single game. It's something to be built slowly and savored over time. Also, you don't have to buy everything new; check out local hobby stores and see what's for sale/trade. You'd be surprised, often people (kids, mostly) get stuff for Christmas or birthday, get bored with it quickly, and sell their stuff ridiculously cheap.

On a barely related note, if you also happen to like football (American style) and of course bloody violence, I'd also recommend you look into Blood Bowl, another Games Workshop product. It's loosely based on the warhammer fantasy universe (and I mean loosely), but it's great fun, allows some creative painting of miniatures, and isn't nearly as expensive as all-out 40K (or WH fantasy for that matter).

Don't just take other's subjective opinions about stuff though, check it out for yourself.

Oh yeah, and as for your your original question, the actual 40K rule book has a lot of fluff (sorry, background material) in it and makes interesting reading even if you don't play the game.