40K vehicle models are great (the newer ones, at least) and some of the figures, particularly the newer
plastic ones such as the Space Marine command set, are pretty good too, but as you say they are ridiculously
expensive new.
My solution is to buy second-hand models on Ebay, you can get some amazing bargains that way particularly if
you buy "job lots", and particularly if you are prepared to take the time cleaning up + rebuilding poorly-made/painted
models.
New/boxed kits can also usually be found on Ebay for significantly less than the retail price. If you live in the UK,
there are also a number of mail-order/online retailers who sell Games Workshop stuff with a 15% to 20% discount.