Yup, that all sounds good. There are a couple of very minor xenos races that still seem to exist in Calixis, too, but they may just be legends. Like the "whisperers," large, irridescent and intelligent beetles that are supposed to live in the deserts on the shrine world Sentinel. But they don't seem to count as an "empire." (As far as we know, anyway.)

Diel Ulricsson said:

There are a few resources in strange places on minor Xenos - I've had quite alot of fun recreating armies of them over the years and rewriting their backgrounds using anything I could find on them and massaging it a bit I've shared my work in the Rogue Trader Forum: http://www.fantasyflightgames.com/edge_foros_discusion.asp?efid=158&efcid=3&efidt=282950 )

But for more 'official fluff' try 40K Lexicanum: http://wh40k.lexicanum.com/wiki/List_of_Sentient_Species#Other_species

Theres a quick write up in Wiki which gives you lots of names - but not much detail:

Along with the major races and species, there are a number of smaller races and species. Not all of these are active within the game, but all play a part in the history and storyline of the game.

Abhumans: Descendants of humans, modified in various ways by mutation and the environmental conditions on the planets on which they have evolved.
Includes:
Beastmen: A human subspecies characterized by bestial features, normally heads and legs.
Ogryn: A human subspecies characterized by larger muscles and smaller brains.
Ratlings: A subspecies of human who are short and specialize in sniping.
Squats: A race of short humanoids (equivalent to dwarves) who are believed to have been destroyed by the Tyranids.
Barghesi: Aggressive race near the Grendl stars. No other data is known.
Caradochian: Winged race often appearing as mercenaries.
Chuffian: Use a characteristic Power Maul weapon. No other data is known.
C'tan: The race worshiped by the Necrons.
Demiurg: A race of short humanoids, allied with the Tau. May or may not be related to Squats.
Daemon: Foul creatures made entirely of Warp material. The favourite servants of the Chaos Gods.
Drugh: Large larval invertebrates with advanced psionic capability. Stem from the world of Pyrus I.
Enslavers: Parasitical warp-based lifeforms that look for psychic hosts to transform into living Warp portals.
Galg: Green, scaled, frog-like creatures rumored to be Tau-allies.
Galthite: Xenos from the Oenorian Inner Systems.
Hrud: A race of near-invisible scavenger aliens who infest several areas of the galaxy. Commonly considered to be little more than vermin.
Jokaero: Resemble orangutans. They are famous for their instinctive technical brilliance.
Kathap: A race using what appears to be organic weaponry.
Khrave: Alien mind-eaters.
K'Nib: Described as "festering clawed fiends", have 10 limbs.
Kroot: Reptilian hunter species allied with the Tau.
Lacrymole: A race of shape-shifters.
Loxatl: Amphibian quadrupeds who communicate through infrasound. Grey-skinned and foul-smelling. They are known to smell like rancid milk and mint.
Nicassar: A psychic race allied with the Tau.
Necrontyr: The race that became the Necrons.
Nekulli: Little known about the Nekulli race, apart from their Whisperlance technology.
Old Ones: An ancient race who fought the C'tan.
Psy-Gore: From Perseus; makers of crystalline firearms.
Q'Orl: An insectoid species, whose empire is centered on the swarmworld of Loqiit.
Scythian: Martial species devoted to the art of combat.
Slann: An ancient reptilian species, connected to the Old Ones.
Stryxis: Nomadic creatures said to resemble a humanoid canine embryo, with no young or gender differences ever reported. Voracious traders, their culture is eccentric and obscure, although they despise the Eldar.[1]
Tallerian: Reptiloid mercenary allies of the Tau.
Thyrrus: A squid-like race with color-changing skin.
Umbra: A species of floating spheres with a hard, black carapace.
Vespid: Winged insectoids allied with the Tau.
Viskeon: Huge, muscled humanoid creatures, when part of their body is cut off, a fetus forms from it, feeding off its nutrients to eventually become a fully formed Viskeon.
Xenarch: An isolationist, Warp-worshiping species from the Galactic north.
Yu'vath: A race of warp-worshipping sorcerer-slavers from the Koronus Expanse, apparently annihilated in the 39th millennium during the Angevin Crusade, although remnants of their empire persist.[2]
Zoat: Large, strange, centaur-like creatures that were conquered by the Tyranids. The Zoats were used as a slave race for the hive mind and its followers, and many revolts by the Zoats (brutally put down by the Tyranids) led to the near extinction of their race. Eradicated by the Imperium upon their arrival in Human space.

I hope this helps and gives you lots of ideas.