I'm not sure what is so cool about those guys. These guys with crazy implants, parts replaced by machine all in serving the Machine God. These guys are technological magicians in a universe where a majority of people have no idea what makes technology work. Then again, I guess most people don't know what makes their computer go nowadays. Regardless, they are powerful enough to essentially be an allied empire within the Imperium. So essential that they follow a different religion in the extremely puritan Imperial society.
Starting out as just a tiny cog in the huge machine of the Priesthood of Mars is what gets me in the mood to play some Dark Heresy. If we are barred from choosing our class, wish my dice luck!