I'm looking for a cheaper alternative to 40k and was wondering if my terrain is compatable.

completely compatable. nearly exact scale, 40k is slightly more 'heroic' scale.

Most should be compatible, as long as it fits the setting. Just keep it to the alternate 1940s sci-fi time line feel.

I am also migrating from 40K (or should say, this will be my other woman).

I've got a lot of urban terrain pieces and the models fit perfectly. I really like the difference in size between the soldiers and the combat walkers. Much more to scale.