Being a 20-year veteran of the game, I can tell you that the Guard is the most fun you'll have on the tabletop. In a universe full of super-powered humans, daemons and fanatical aliens, playing as your average G.I. Joe is a blast.
And I can tell you from personal experience that there are few things as satisfying as killing hyper-expensive Terminators with a barrage of lasfire from puny guardsmen.
Plus, you get the coolest shit like Leman Russ tanks, Basilisks, and of course, the Valkyrie!
Besides, with Guard it's perfectly feasible to use Daemon Hunters as allies. I personally use a squad of Grey Knights with my Volistad 1st Scratch Regiment.
Also, finally, the Tau kinda suck. It's very hard to find a place for them in the 40k fluff. Fluff-wise, they are the most insignificant faction. And in the tabletop, my greatest victory ever was when 4 Death Company Blood Angel marines wiped out an entire flank of Tau infantry and tanks. So, yeah...
Yes, your guns are awesome, but the Guard has a lot more. And once the enemy closes in, you're done. Tau close-combat units are a joke, the Kroot are appalling against anything but the crappiest units, and the only things worth anything are the Crisis Suits, and even they will lose toe-to-toe against comparable units like Dreadnoughts, Stompas or Carnifexes.