Loved Kal Jerico and the Titan series (e.g. the big robots that the Empire stomps on things with) by Dabnett was great. I was always more of an Inferno boy than a Warhammer Monthly, but you could never find either on WH Smith's shelves so it was never much of a choice on what to spend the pennies on.
Hellbrandt Grim was great, as was Deff Skwadron and the Mordheim-based adventures of Ulli & Marquand.