Eisenhorn (A Warhammer 40,000 Omnibus)
The epic adventures of the titular Inquisitor and his team of stalwart acolytes. Follow him along his decent to Radicalism. Dark Heresy was pretty much based on this book.
Ravenor: The Omnibus
The further adventures of Eisenhorn’s hoverchair-bound Interrogator. Just as good as the first one.
A fantastic, if short, read about an Imperial Battleship. Gives a great feel for the universe as well as an in depth look into life in the Imperial Navy.
Scourge The Heretic
Not best-in-class (see Eisenhorn & Ravenor above), however, they’re stories of Inquisitors & Acolytes tracking down and purging the Enemies of the Emperor. More perfect reading for DH players.
Innocence Proves Nothing
Sequel to Scourge The Heretic & same comment applies.
Nightbringer (This is one of the novels within the first Omnibus of The UltraMarines)
An Omnibus is a compilation of multiple novels in a single book and there are two of them for The UltraMarines. I’m recommending one of the novels in the first UltraMarines Omnibus entitled Nightbringer. The entire Omnibus is enjoyable, however, it’s mainly about a Space Marine Chapter (UltraMarines) rather than the Inquisition. Nightbringer is an exception & features the interaction between an Inquisitor and Space Marines in their common duty.
The Founding (A Gaunt’s Ghosts Omnibus)
This book chronicles tales of the Imperial Guard, not the Inquisition. It certainly plunges the reader headlong into the world of WarHammer 40k.
Enforcer (The Shira Calpurnia Omnibus)
Arbitrator Shira Calpurnia maintains law & order in the grim world of the 41st Millenium. It contains the books Crossfire, Legacy, Blind and two short stories.