Best Warhammer 40.000 characters

All information, quotations and images from Lexicanum or Google.

Marneus Calgar (Chapter Master, Ultramarines)
The Ultramarine's current Chapter Master and the Lord of Macragge.
Calgar lost all four limbs, large areas of body tissue and his left eye, during the battle with Tyranid's Hive Fleet Perseus. He has been fitted with bionic arms, legs and other parts.
He killed Eldar Avatar of Khaine himself in close combat.

Calgar and his Ultramarines.

Bjorn the Fell Handed (Dreadnought, Space Wolves)
He is the oldest Imperium warrior (he lived before the Emperor was incarcerated in his golden throne - so over 10.000 years ago). His arm was cut off, because of life threatening, chaos magic, that's how he earned his title - The Fell Handed. During a siege of a fortress on M31, he was badly injured and crippled. Servitors took his body and entombed him into Deadnought - walking machine, controlled by half dead Space Marine.
Bjorn is so old and fought in so many battles, that he is awaken from his static sleep only in great need or at the beggining of the new millenium.

Before being crippled.

In his dreadnought tomb.

Azhek Ahriman (Sorceror, Thousand Sons)
Chief Librarian of traitor legion Thousand Sons and one of the best sorcerors in galaxy. His most famous spell was 'Rubric of Ahriman" which he and his sorcerors casted to prevent mutations of Chaos on Thousand Sons troops. The spell was so strong that even the horrible demons of Warp, run away from it. It indeed worked. But not how the Ahriman wanted. Blue storms and lightnings, hit every marine on the planet. Those who were not mutated, were safe and unharmed, but marines with mutation were turned into dust. Now most of the Thousand Sons soldiers are Rubric Marines, which are nothing more than animated power armours, without souls. Magnus the red - thr Primarch of TS, stopped the spell and banished Ahriman along with his sorcerors.

 

Thousand Sons on Prospero, before heresy.

Khârn the Betrayer (Champion of Khorne, World Eaters)
Khârn is the greatest of all the Champions of Khorne, second only to the Angron in power. He wields massive chain-axe Gorechild. Just like his fellow brothers, his brain was re-wired as a recruit, so that he finds joy only in killing the enemy. He actually has a kill counter in his eye lens. His title was given to him after the Battle of Skalathrax, when he entered so deeply in his bloodrage, he didn't care, who was his victim. He've slain fellow World Eaters, other Chaos Space Marines and the enemy alike.

Before the heresy.

And after.

Konrad Curze - The Night Haunter (Primarch of The Night Lords - deceased)
"Unlike many of the other Primarchs, Konrad Curze was not taken in by any family and was left to raise himself. He spent his early life surviving off his wits and determination, feeding himself by hunting the feral animals that roamed through the vast city of Nostramo Quintus. He was continually plagued by visions of the darkest possible future, horrifyingly potent waking dreams that would curse him throughout his life.
 [...]
The Emperor landed on Nostramo, and led a delegation to the centre of Nostramo Quintus on foot. The citizens of Nostramo, adapted to the near-constant darkness, could not bear to look upon the radiance of the Emperor. Most wept as the healing light he projected reflected off the rain slicked streets into their faces. Those brave enough to look upon him directly were blinded.
At the end of the broad road leading to Night Haunter's palace, the Primarch stood, waiting for the delegation to approach. As they did, he succumbed to a vision so potent and horrifying that he tried to claw his own eyes out, but was stopped by the Emperor. Night Haunter then looked at the Emperor, and the following dialogue ensued:
"Konrad Curze, be at peace, for I have arrived and intend to take you home."
"That is not my name, Father. I am Night Haunter, and I know full well what you intend for me."
 [...]
 Night Haunter's terrible acts caused him to become susceptible to the whispers of Chaos. The campaigns of the Night Lords became less justifiable, terror campaigns leaving a trail of devastated worlds across the galaxy. Night Haunter no longer crusaded in the Emperor's name, instead fighting only in the name of death and fear.
[...]
When the Horus Heresy broke out, Night Haunter was quick to swear his Legion to the forces of Warmaster Horus. The Legion sided with none of the Chaos Gods, instead using the forces of Chaos as tools to utilise in their terror campaigns. Slowly but surely, the Night Lords, now almost entirely comprised of murderers and criminals, began to carve a bloody path towards Terra.
After the invasion of Terra, the Night Lords did not splinter and flee like the rest of the Traitor Legions. Instead, they continued to attack the Imperium, however, their tactics seemed to change, betraying a self-destructive desperation. The Emperor himself, wishing to disband the Night Lords forever, dispatched half the Callidus Temple of assassins to terminate the renegade Primarch.
Night Haunter was eventually killed, assassinated by the Callidus M'Shen. It is believed she was allowed to infiltrate his palace on Tsalgulsa as she encountered no guards between herself and his throne room. Confronted with her, he simply said:
"Your presence does not surprise me, Assassin. I have known of you ever since your craft entered the Eastern Fringes. Why did I not have you killed? Because your mission and the act you are about to commit proves the truth of all I have ever said or done. I merely punished those who had wronged, just as your false Emperor now seeks to punish me. Death is nothing compared to vindication."

The vid-log then shows M'Shen leaping forward, although the kill was never confirmed, as the video feed cuts out right before they fight. It is believed that Night Haunter allowed himself to be killed: he saw himself as a murderous and corrupt villain, the very thing he sought to destroy. Regardless, his final words are considered one of the great enigmas to the Imperium's history.
It is implied in the novel "Lord of the Night" that Curze had a dual personality. "He knew that he was two men. One was... just and righteous-" the daemon spat the words, disgusted "- whilst the other... mm... the other had felt the kiss of Chaos all its life. One thrived on focus. The other ate fear." "

His character is probably inspired by Joseph Conrad's character called Kurtz, from Heart of Darkness - which is very good novel by the way.