One of the best games they ever made...
... was Confrontation, and they gave the rules away in a few copies of White Dwarf back in the day. Once my friends and I discovered that it lead us to drop the rest of the GW titles thanks to it's fast gameplay and developing your gangs. We tried Necromunda when that came out, but it felt too dumbed down from the original, but at least it's release meant we could get proper models for the game rather than adapting models from other things to play it.