Commander

Out of all Warhammer 40000 armies and factions i'm attached to Imperial Guard the most. I'll skip the usual reasons why people relate to poor cannon fodder, and try to concentrate on main one:

You as a player actually giving orders to your troops on the battlefield!
 
IG was my first army a played with, and so far my gun-line infantry based army either did very well or got beaten to a pulp. Well, for me as player with role-play experience and understanding of how real armies actually work this ability was a real gift. You might note that during the battle you don't have a luxury of letting your painted minions to disobey you. But if you try to put yourself into a shoes of your toy army commander this becomes a truly exciting experience!

 In the chaos of battle, in the roar of guns and engines, under indiscriminate enemy fire, in a face of alien horde a veteran commander guides his humble soldier to victory.

This commander is you.