Well all of my costumes would be this, seeing as I am not devout to that weakling seer you call Emperor, Mon-Keigh.
But as for non-40k costumes:
Kratos Aurion - Tales of Symphonia
This one needs a little bit added to it, but it's pretty much all there, and is one of my favourites. Not because it's the most impressive or anything, either Cloud or my Dire Avenger probably hold that title, but because I really like him and it's one of my first.
Cloud Strife - Who the hell doesn't know where from?
Yes the trousers went a bit wrong in this shot XD
This is /NOT/ the silly one from the silly film which everyone knows, this is the original, from the game, the far cooler guy before they made him pointlessly emo for no good reason. =D
Mukuro Rokudo - Katekyo Hitman REBORN!
My friend Rich to the left as Hibari
This guy would fit right in in 40k, he's a uniformed, trident wielding evil illusionist, who claims to have passed through each of the six sections of hell and gained abilities because of it, resurrecting each time. The story has yet to reveal how true this claim is, but he's damn awesome and I love him so much I just had to cosplay him!
I'm going to start on a couple of things soon: Scizor (Yes, the poke'mon, so shoot me XD) and a suit of Roman armour, for multiple purposes like cosplaying Rome from Hetalia and possibly even Rory from the latest Doctor Who! =P