The last time I played 40k was at a friend's house in...I want to say 2002 or 2003, I guess a new edition had come out. I played some in college in the 80s, when it was Rogue Trader, and we'd just say "Okay you have 20 orks (usually like 5 assembled plastic orks and then a bunch of D&D figures, pennies, bottlecaps, whatever was handy), I have 20 space marines (same), lets fight." but when I played it was like, okay there's 5 types of scenario you can play, 5 was you can set up the mapboard, that's it, period. Felt kind of disappointing.
The guy I gamed with though had some beautiful Genestealer minis (tyrranids?) and Imperial Fists, tanks, etc. so that was fun.