How is a person to know what fulfills your definition of "fun"? My definition is likely different from yours. For me, I gain my enjoyment from playing hard-fought battles against opponents with highly-tuned tournament lists. Thus, I build my armies to be comparable strength. Other players simply enjoy the background itself, as its all re-enacting the great battles of the Warhammer 40k universe. These players enjoy the game for the fluff, rather than the "battle". Adversely, you could be playing simply for the social aspect of the game.
The point is, there are infinitely numerous ways to gain enjoyment from the game. We cannot tell you what kind of list you will bore using. Nor can we predict the style that you'll have the most fun with. So when you ask for advice, specify exactly what you're looking for. Tell us your preferences. Do you want shooting or close combat-oriented units? Are you looking more for the look and feel of the army, where its effectiveness on the board is irrelevant? We, as players, cannot help you properly without this information. So before you ask, do some introspection and discover these vital pieces of information. We want to help you; so help us help you!
Just remember: if you're asking for list advice, you are doing so because you want to build an effective army. Understand this beforehand and prepare yourself for the coming advice accordingly. If you didn't care about how good your list was, you could simply purchase what you wanted based on looks and feel, as their performance in the army doesn't matter. This is perfectly okay, but you don't need our advice to do this. Just go out and buy whatever you like.