Imperial Guard have been badasses - I submit "Guant's Ghosts" for your consideration.
Personally, it's the Grey Knights - Chapter 666, Homebase on Titan, rumored to have been created by the Gene-Seed of the Emperor himself. These guys are each potent psykers, and they have Nemisis Force Weapons. Truly, utterly badass. I probably started rooting for them when I saw a piece of concept art that was essentially one group of Grey Knights against LOADS of chaos demons, with the caption "A Grey Knight squad stopping the invasion of ". Awesome.