For me, Dark Heresy. Describing it to my group as "Call of Cthulhu in the 40k universe" probably didn't help my cause, in retrospect.
I really enjoy Dark Heresy. I like that characters are completely unmatched to the horrors they fight (it's a bit threadbare though - characters don't have all of the skills at rank 1 that even a novice of their career should really have).
My fondest memory is having my priest scream "WITCH!" while pointing at our Sanctioned Psyker, before diving behind a dumpster when two guys with Autoguns drew down on us. Good times...