Obsessed with Warhammer 40k Conquest recently! The only thing is you really need 3 core sets to play competitively. I tried using just two and it works alright but having 3 just makes your decks so much more reliable and because most cards in the box come as singles, getting multiples of the core really pays out.
Unfortunately the game is either sold out in most places, or even selling above MSRP right now because everyone and their mum have been buying 3 copies of it. Originally I had only 2 preordered at CSI for $27 each but by the time I got them CSI had already run out of stock.
Luckily I found a guy selling a new copy just a little bit up north from here for just $23 so that was a steal!
Favourite faction so far: Space Marines and Tau or Chaos being a close second. The awesome thing about this game is thogh, that ALL factions are awesome and super fun to play and deck building is so rewarding and fun too! I have decks constructed on conquestdb.com for all of them :)