The questions I use vary based on the game system, but that being said the section on Nature, on pg 35 of the Dark Heresy rulebook is a good place to start.

Beyond those questions, the following tend to be commonly used:

1) Are your parents alive?

2) Do you have siblings? If yes, tell me about them.

3) Do you have, or have you had any close friends? If so who?

4) How does your character view:

a) The Imperium

b) The Holy Ordos in general, their inquisitor's Ordo specifically.

c) The Imperial Creed.

d) The Warp

e) Xenos

g) Psykerss

Those tend to be starting points, and then based on homeworld and career path I can add more specific questions.

Hope this helps some.

N

Two other elements are mood and pacing. There is a lot of detail in the setting that helps set the mood. The bussle of a mid hive city contrasted with abandoned hab blocks in the underhive. Gilded opulence in the noble spires and the ragged squallor of the gutter trash. Forge worlds full of technological wonders and the most primitive of feral death worlds. You can play up these extremes in the setting with coresponding music. If they are in an abandoned hab block say they feel like they are being watched, or have a chill run through them if they step too close to the shadows away from the light add in a creepy banjo score and the pc's with be edgy and waiting for something to jump out at them. I like to use background music, but not stuff with a lot of words in it as players will stop paying attention to sing along. Midnight Syndicate has lots of sound tracks to non-existant horror movies that are good for this. Really, any music can work if you think it fits the mood of your scene.

Pacing is a little more difficult; as some times, there needs to be a lull in the action to give the characters time to reflect on what they've learned, but other times they run into some sort of dead end in the plot and need to get moving again. I'm a bit too cinematic at times, and I often have explosions occur when the pc's break character or get bogged down in the rules. There is nothing like a good worker uprising or group of cultists that sneek up on the characters when they aren't paying attention and arguing over something trivial. Time clock management is also esential. Know how long you have to play and try to manuever them to a good stopping point by the time you have to stop playing. I like them to to feel like they've accomplished something, but be excited to play again and try out a new skill or follow up on the a new lead from the data slate they found last session.