Since many of the people I game with are also big fans of the 40krpgs, there are usually at least a few copies of core books on the table along with some of the supplements. The local college club has a few copies so those can be cracked out as well if we're playing there.

If I was starting from scratch with a new group, I'd certainly hope players are enthusiastic enough about the game and setting to at least pick up their own core books. If not, I'm willing to work with what's available to me. I find that even a second core book can speed things up significantly, especially during character creation, but it's unfair to expect GMs to pick up the tab on every single book that might be useful.