My background in wargaming is built out of traditional Kriegspiel. The 1800s style historical purview is a strong frame of reference. I only felt the pull of Warhammer 40000 when I took a look to the Eldar Guardian units bedecked in mohawks and such. This, as a preamble, should help contextualize what stylistic improvements I'd take to my dogeared 40k 3e book, given that I, "il tigre" am the probable umpire to the campaign.
I considered using Rogue Trader, but keep intent on the Tau and Necrons and other such factors.
This'll probably be an expanding list.
Commander Logistics
Rather than festoon one's personality figures with fancier weaponry and +1 stats, any given unit commander may eventually be given a series of stats to represent their ability to follow orders to the letter, among other concepts evident to the style of Wargaming evident. This'd be a fine time to re-attach the dimly known "Int" "Cl" and "WP" stats-Intelligence, Cool and Willpower.
I could go at lengths about this notion, but I know we're all busy attending our "Lucky Playing Piece" models, which seems to be such a factor to the games employing goblins to a ubiquitous level...
Cover
The most egregious rule I found in a seemingly fine far-future ruleset was the cover save not stacking cumulatively with the basic armour save supplied with a trooper. That's an awful thing to do to someone.
Wargear