Warhammer is the biggest kid in the miniature wargaming town. It's also the kid with the worst rules and a long story of horrible business practices. And while blessed Kevin Roundtree is working to undo the evils of former-CEO-current-board-member-that-everyone-avoids Tom Kirby. He even hired an actual, honest-to-God marketing person with qualification to steer the company that had previously been vehemently against market research (it's "otiose" in such a niche market, you see) back into our hearts. But one (two) men can only do so much. Warhammer is still very much expensive, and the rules are still horrible. That said, some people still want to get their fix of the grim and the dark (grimdark?), but how can they do that without bancrupting themselves? Well, I have spent a lot (too much) time thinking how to rescue Warhammer from Warhammer, and I can offer a few solutions, from the least radical to the most outrageous (to GW fanboys).
Many a miniature wargame has a starter pack which lets the players get some miniatures and start playing right away. For example, Infinity starter packs are all about 40 euro, which, depending on the faction, either need to be a expanded to the minimal 150 point limit, or actually have to leave miniatures out if they want to start at 150 points. And while some people will say that it's not a cheaper game than Warhammer, since miniatures are more expensive individually, they "forget" that you will never be able to do anything with 40 euros worth of miniatures.
BUT THEN YOU HAVE THIS!
Unless you go Kill Team. The term/game mode first reared it's beautiful head in Warhammer 40K's 4th edition rulebook, the best 40K rulebook to ever see daylight. It had hobby sections, photocopiable plans for building bunkers, kitbashing (that is, takings parts of various miniatures and building something new) rules and Kill Team, a fun new gameplay mode where a small squad of individually acting miniatures face off against a bunch of mooks guarding an objective. This was Tier 1 operator action in 40K with your select squad of specialists having the option to actually GO LOUD and face the odds. Of course, it's an asymetrical game - the mook player only gets to kit out their boss character, the rest of the mooks are regular grunts - so it probably didn't mesh well with some of the less naratively inclined characters. Or Games Workshop had stopped caring at that point (all evidence points to this).
Enter 6th Edition Kill Team, which basically lets you field a squad of individually acting miniatures against your friend's squad of individually acting miniatures. Why are these special ops teams constantly running into each other instead of getting the jump on some regular dudes is never explained. It's a fairly straightforward/lazy ruleset, but the 200 pts army size and limits on what units you can take cut down (but never eliminated, it's 40K after all) the options for abuse, cheese and munchkinry.
There's also a shitty video game of the same name
Recently, Kill Team has been rereleased in a spiffy new box that gives you a small rulebook, a KT rulebook, some other stuff and a squad of Space Marines and Tau Firewarriors each. It costs about 50 euros, and it gives you and a friend all you need to play a small game of 40K, and to start you on the road that leads to buying overpriced, overpowered Gundam ripoffs. It's a great deal for people who aren't tabletop grogs and are only starting out in 40K. Kill Team is devoid of broken special characters, unkillable deathstars that combine 15 different rules to make you misserable, Lords of War which let the kid with more money blast your army away with impunity, detachments and formations that layer even more broken rules atop an already broken rulest, random Walord Traits and Psychic Powers which were never point costed because they range from useless to broken, but making them random is easier than balancing, and other crap. It also features "bottle tests", where your Kill Team starts wavering as it's taking casualties, eliminating the usual table top grind between armies that will fight to the last man. Sure, you can still make a Kill Team that makes other people cry (in fact, GW sells one of those), but it's somewhat harder to do so.
Incidentally, Kill Team is a good way to start playing Warhammer 30K/Horus Heresy, since 200pts means you only need to buy only a single squad of super expensive yet extremely sexy Forgeworld Marines.
Zone Mortalis is a grimdark name for extremely dangerous enclosed areas of combat, like ships in the middle of a space battle, collapsing buildings and any building floors currently below your mom. It's also a game mode released by Forgeworld. The game is viscious and dangerous, with template weapons (flame throwers, rocket launchers) getting new and deadly rules. And one other thing: the rules read that you don't roll for warlord choices until you hit 501pts, so that's a layer of bullshit pealed off.
Zone Mortalis is often played on official terrain that is as boring as it is expensive
Other than Mortalis rules, it's pretty much a regular game of 40K/30K (the rulesets are a bit different) at a sane-ish point limit and at a somewhat-sane price. A very basic team would be a Space Marine Librarian (he's a psyker, which means rolling on the stupid psychic tables), two Tactical squads of Space Marines with all the toys and a 5 man squad of Space Marine Devastators (heavy weapon dudes). For added hillarity, add Chapter Tactics (the rules that make a special snowflake band of Marines really special), like getting you squad sergeants become apothecaries (medics that help your guys not to die) for free. Or you can swap Devastators for a simple Space Marine tanks to explore the wonders of combined arms mechanized tactics approach. Though it would be hard to cram in a tank in Zone Mortalis enviroment... so why not take a Dreadnaught, a stumpy, stompy mech carrying a near dead Space Marine that will crush infantry and melt non-cooperative bulkhead doors? Of course, this is pricier, with the first basic combo I outlined clocking in at 130 euros, but it's not that bad for 40K. Besides, it's possible to get it cheaper by either going to eBay, an online store like Wayland Games or being chums with the people at your local hobby store.
Incidentally, Zone Mortalis rules are free (you'll still need a copy of the main rules, tho), since Forgeworld is good about giving you freebies. They probably understand that they're already skinning you enough.
So this is not a game mode, but a way of getting a 500pts+ Space Marine army fast and cheap-ish. Betrayal at Calth is a boxed Warhammer 40K "game", that has it's own rules aaand whatever, nobody has really ever played it (except for the one Rock, Paper, Shotgun writer who wrote such an overblown article on it I almost fainted), because they only bought the 125 euro box for the miniatures. Betrayal at Calth comes with rules and cardboard map tiles that you'll either throw out or try to offload on eBay and a Terminator Captain (cool), a Dark Apostle (can totally be a Chaplain or a Psyker if you don't really care), 5 Cataprachti terminators (terminators are survivable in small point games), 30 Space Marines in MK IV armor (the choice of heavy weapons is limited, though) and a Dreadnaught (monopose, which leads to modeler manytears). You can start building 500pts lists immediately and you'll have more than enough miniatures to build 3 Kill Teams with surprisingly similar loadouts.
Pictured: Box, Marines, cardboard trash.
Unfortunately, this is a Space Marine only option.
The more adventurous people out there might even try to play the Betrayal at Calth game!
We are now treading on unhallowed (unofficial) ground, which can draw the ire of your shittier friends and more uptight Games Workshop shopkeepers (known as redshirts). Heralds of Ruin Kill Team was the brainchild of the blessed Tom Meer who used to host the Heralds of Ruin blog and his friends. What it does is take together rules from some previous fun (and thus discontinued) Warhammer skirmish level games like Necromunda or Gorka Morka, and mash them together with the concept of Kill Team for matched or campaign play.
My first HoR Kill Team game was cheap.
HoR does away with the usual unit distinctions (Elite, Troop, Fast Attack, Etc) of the normal game, instead giving you teams composed of 1 leader, 20ish troops (depends on the army in question) and up to 5 specialists. The leaders are various platoon or squad level commanders that have been beefed up a little: Space Marine Sergeants, Librarian and Chaplain rookies, IG Platoon commanders, Commisars, Tyranid Alphas, whatever - they all have access to extensive customization options and HoR faction armories. Troops are selected mostly from the regular mooks of the faction, with most choices previously known as Elites/Fast Attack/Heavy support being sent to the specialist section. There's a lot of variety (weedier gits like Guardsmen act like small squads instead of individuals, for example) and you can make a much more varied Kill Team than the official rules would permit. Also, no rolling for warlord traits or psychic powers of any kind - the game gives you stuff to choose from, just like you were building an army that was yours. Seriously, how can I see a Librarian leading my force as My Dude if his powers and command traits are random?
More fun customization options come from Chapter Tactics, Imperial Guard Regiments and certain pieces of leader equipment (a jumpack leader will alow you to take more Assault Marines, a biker more bikers, etc). There are still ways to break it (Destroyer Lords, Warp Spiders, anything that has Nurgle in it), but if you're playing an unofficial ruleset, you're probably playing with your friends who will either agree not to cheese it up or will finally show their true munchkin colors, leading to you reevaluating their status as your friends.
The only real downside is that Tom Meer has abandoned the project and the torch is now carried by the community, which might lead to balance issues and definitely leads to shittier PDF formating. On the other hand, everything that you need to play Heralds of Ruin can still be found here - which includes the old army lists, too. You should also check out the Facebook group!
TRIGGER WARNING: the following paragraphs suggest that Warhammer can be played with non-Games Workshop rulesets, which can cause sanity loss in dedicated hams grogs.
BAN THIS SICK FILTH
Now this will get fedoras popping and damzels fainting (due to there being no women in 40K, Eldar players take their place). It appears that the mere suggestion of playing 40K on rules other than ones passed down from Games Workshop causes shock even in people who will redily agree that 40K is a horrible ruleset. However, if you can get over such groundbreaking revelations, you will probably forgive me for making a section not about buying miniatures on cheap.
There are several rulesets aimed at getting you to stomp xenos and heretics without cracking open a Warhammer rulebook that so unbalanced it can't even lie flat on the table. One Page 40K is probably the first one that comes to mind. It condenses the rules to, well, one page, adds a page of advanced rules, as well as page-long army lists. So you only need to bring three sheets of paper to any game (four, if you add your finished army list). It's pretty fun. Here's a non-terrible video that demonstrates a One Page battle between Nids and Grey Knights. One Page also comes in Sigmar, Mordheim, Gorka Morka and other flavours.
FUBAR is an another similar rules-light set. It comes in different many flavours, and one of them just happens to be 40K. Not as easy to read and use as One Page, but it's still a good try.
However, if you're willing to experiement, you can go all in and drape Warhammer 40K over an existing generic ruleset. Stargrunt II is a fun and free generic sci-fi ruleset aimed at people who want to see platoon-ish level combat in the future (but not a future so alien that only Oriom Arm Project people would like it). It has power armor, it has an interesting command and control system, and there's a wide gap between the capability between regular and power armor. The great difficulty would be in mapping some of the more far out Warhammer stuff - magic, template weapons, magic template weapons - to the game, but with some elbow grease (and houseruling), it's possible.
Plus, you determine the scatter of orbital drops by just dropping a cardboard token on the table, which is cool.
Ave Sorensen, Grognardii Te Salutant
Moving away from free titles, an ambitious player might try their luck with No Stars In Sight by the 'blessed' Ivan Sorensen. It's a generic ruleset based on his No End In Sight modern combat rules, but it provides for all sorts of space shenanigans. Personally it's one my least favorite of his rulesets, but fun things can be done with it if you put in the effort.
But if you really wato go the extra parsec and bring Warhammer closer to a realistic conflict, you can always try Tomorrow's War, which takes Force on Force rules into the future! For the full Space Marine/alien experience, you might also want to grab the By Dagger or Talon supplement which deals with heavily enhanced spec ops soldiers (you know, Space Marines) and perfidious xenos. TW provides various fun things like needing to account for casualties, more realistic weapon ranges (90% of your arsenal can shoot at anything they can see, no matter how far), as well as dealing with sensors, tech-level differences (you can mark the difference between an ork shoota, a lasgun and a shuriken catapult by just declaring them to be tier 1, T2 and T3 rifles respectively) and other cool stuff that is great. You will need to houserule a lot, especially for the more exotic aspects of 40K (psyker powers) and the ruleset can be a tad hard to understand at points, but the experience will be rewarding. And hey, now you can finally use that Land Raider you rescued from a 11 year-old on eBay! No such thing as glancing hits in Tomorrow's War!
So there you have it, several ways of getting miniatures on the cheap and playing Warhammer 40K in a way that cuts down on the bullshit ruleset. The game universe has some of richest (and sometimes the worst-written) lore out there and it can be really fun if you plan on playing campaign games and narrative scenarios - you can see how fun those are here. You can also pursue some of the more exotic, yet fully 40K options like Inq28 or the living rulebooks and content for Necromunda and Gorka Morka that was compiled at Yaktribe. As for the more adventurous souls, I hope you'll find the inspiration to use the miniatures that you abandoned due to horrible rulesets by taking a look at some of the alternatives that I have offered.
Or you can always play Infinity!