I played 40k and dabbled in Warhammer Fantasy. I stopped 4-5 years ago after codex rewrites, half the Space Marine chapters had new rules while others had to play with the old ones. It makes for an unimpressive match when you have to play with obsolete rules that don't apply, not to mention the miniatures are exorbitantly expensive over here.
Dawn of War followed canon quite well, but I found it lacking strategic elements without turn-based play, it was a reasonable RTS. I preferred Final Liberation over Dawn of War though