I'm a big fan of the 40k setting, especially the combination of how detailed it is and yet how many open holes there are to play in as a result of the sheer scale of the Imperium.
I'm working on an Inquisitor for dragonCon '14, trying to make use of articles I already have on hand due to the timeline.
The pieces are:
-black trench coat with red armband emblazoned with the rosette on one arm and black with the Aquilla on the other
-tan 'ren fair' style shirt
I plan to make eva foam wrist and shin guards, paint a nerf gun as a regional Stubber or lazpistol design, and a foam core sword with the rosette or aquilla incorperated into the blade/hilt.