I picked up Codex: Imperial Agents last week, mostly because I bought the four assassin models a while ago and I wanted to have their rules in a hardback format. As I flipped through the book, I realized that the codex is ideal for those who want to add some fluff to their games as well as for hobbyists who want to try their hand at painting other models without starting a new army.
The fluff aspect is pretty obvious; any number of 40K stories feature small teams of Grey Knights, Deathwatch Kill Teams, assassins, or inquisitors fighting alongside Space Marine Chapters or Imperial Guard divisions. The new Codex finally gives us the rules to recreate these scenarios.
But what really drew me to the book was the fact that it allows modellers to paint up a single squad from certain armies and to use them in normal games of 40K. If you want to build a single Deathwatch Kill Team composed of Astartes from a variety of Chapters and field them alongside your Imperial Guard, Codex: Imperial Agents allows you to do that. They can even bring one of their unique flyers with them. If you find the Grey Knights paint scheme interesting but you don't want to build an entire army of ornately decorated Marines, you can build a single squad of Grey Knight Terminators or Interceptors. The Codex even allows you to field a Dreadknight or a Land Raider with the infantry.
I already intended to build a Deathwatch army, so I'm rather happy that I can slowly build the army squad by squad and start playing them alongside my Ultramarines before finishing more than a handful of models. Even better, I've wanted to paint up some Grey Knights models for years, but I've never seriously considered starting an entire army of them. I would very happily build a single squad of Grey Knight Terminators, though, and I wouldn't mind having a Dreadknight either. It could be fun to combine them with a Space Marine Librarius Conclave just to put a few more Warp Charges on the table.