If you like Space Paladins/Knights, then play a Space Marine Chapter that uses that theme whilst appealing to you visually and narratively.
Grey Knights: Super secret brotherhood of daemonhunters, each of them is a powerful psyker wielding a sword that can burn their enemies souls by channeling their willpower. However, since encounters with Daemons can cause daemonic corruption to spread, they often have to eliminate/mindwipe their allies after the battle to deter risking a new daemonic incursion.
Custodes: The elite bodyguard of the Emperor, these guys are THE best fighters in the galaxy, each dude is pretty much as good as other armies hero units. Wear nothing but gold, since its the Emperors favorite color. They protect the Throne room, as well as defend the webway portal underneath the palace from being overrun by chaotic forces/daemons and plunging Terra into the warp.
Black Templar: Essentially, Crusaders in space. They worship the Emperor as a god, and are one of the few chapters to be constantly crusading. Also, they especially hate anything that tarnishes the "perfection of humanity", meaning witches, psykers, mutants, aliens and co. They usually "zergrush" their enemies with tons of dudes in power armor and chainswords. Also, each fully accomplished templar has a so-called neophyte (new recruit) whom he personally teaches in the ways of the sword, similiar to the squires of the middle ages,
Astral Knights: An almost extinct chapter, their sacrifice prevented the Imperium from being destroyed by a gigantic Necron doomsday machine. They use alot of motorcycles and such (essentially "space horses"), focus heavily on personal honor. Most of their recruits are from the noble houses of their homeworld, so they are, in a way, the High Society Knights /noble/graceful Knights in comparison the the Black Templars more gritty, fervent, rightously angry style. Also, they each have a sword made out of a rainbow crystal, incase that floats your boat.