Warhammer hands down. It just has a better and more in depth story and background lore. Dawn of War + Winter Assault = PWNAGE, The stand alone expansion of DoW: Dark Crusade is good as well though DoW+ WA have a better over all story line and campaign IMHO but then again you can't beat the extra armies in DC they throw at you like the Tau and Necrons.
You also can get mods for all the DoW titles. Also DOW has a great game engine and animations that are in sync with the action you see on the screen. For example if a elite unit activates a skill that has a blast radius effect then units correctly go flying around the screen and those with low health end up splattered and dead. Oh the blood and carnage is classic 40K.
Here's a GS video review of DoW: Dark Crusade.
http://www.youtube.com/watch?v...0&mode=related&search=
P.S. Like the Reviewer said you need the previous DOW games to play all 7 armies online. There should be a version now that includes all 3 titles though.