Recommendations for Warhammer 40k - eviltoast

What are some must read books in the Warhammer 40k universe?

I have zero familiarity with the lore, but have always heard that it has some good stories. I’m currently wrapping up my run through all of the Thrawn novels and starting to look for another series to dive into.

So, what’s the best entry point, must reads, or fan favorites?