I still collect, but I don't play anymore. I just picked up the new Codex for Dark Angels and Black Templars and the new space marine terminator chaplain. I've been into 40k on and off since Rogue Trader also, still have the original hard back rule book, red compendium, and white dwarfs. I think its great how over the years they have taken the original artwork and models and woven them into the fluff for 40K back story, my favorite sci-fi universe by far. I played quite a bit a few years ago when the newer game rules first came out, now I just build customs and try to finish painting some squads. I love the modeling, but the painting takes forever.
I have built some large armies, but very little painted. They are made up of mostly metal models ranging from Rogue Trader to now. 5000pt point Dark Angels Army (they are the original black also), 2500pt World Eaters Army, 2500pt Daemonhunters / Imperial Guard Army and I was going to build a Black Templar army. I've only ever played Dark Angels though sadly.