The personality of the races becomes addictive. Crank up to hard and play each race; hours and hours of challenges!
Like all the 40K series, you either attack or lose. No chance to turtle and wait it out, or get the advanced units before shedding blood. You fight with what you have, and hope to survive to grow and reinforce. If you don't the AI will!
The few flaws of Dark Crusade have been fixed (massive garrisoning of captured areas), and resources always seem scarce until the end. Knocking a race out of the game is never easy, and a single slip in strategy spells doom.
Crank up the level to the highest, and try to capture a new territory each turn. And don't stick with the drab Space Marines who just bully their opponents. Try your hand with Eldar or Dark Eldar who really can't go toe-to-toe with anyone else. They you have to be clever.
Soulstorm is my all-time favorite.