Dear Lord I do so love Dawn of War! I've been playing it since the beta of the first release and have all of the expansions.
Dawn of War and Winter Assault have the usual campaign style game that follows a set storyline. As the campaign progresses you get more and more advanced units.
Dark Crusade and Soulstorm have campaigns but they are played very much like Risk where you have a map and you get different benefits from conquering different territories. Some grant you the ability to purchase "Honor Guard" which appear with your commander at the beginning of a combat (very helpful in repelling a rush attack), while others allow up to have larger unit caps, give you bonus requisition at the beginning, have starting structures, etc. You can also purchase defenders for the territory that you've captured so that if your territory is attacked you have a force to defend it even if your commander is away attacking a different territory.
It is also one of the few games that takes Morale and Cover (both good and bad) into account. Flamethrowers do little actual damage but do lots of morale damage. A demoralized unit it pretty much ineffective at anything until it recovers so sometimes it is best to pull that unit back. Some races have ways of dealing with morale... Space Marine squads with a Sergeant can Rally and an Imperial Komissar can kill one of the Imperial Guardsmen in a unit and the rest of the Guardsmen not only get their morale back but get a bonus to attack. Good cover makes your units take less damage to both health and morale while bad cover makes them take extra damage to both. THQ also publishes Company of Heros which is pretty much played the same so if you like Dawn of War but want a WWII setting you can check it out too.
I think one of the things I like best is that unlike a lot of RTS games each enemy force has totally unique units with different strengths so you build on different strategies. I get to play one way when I play the Orks and another when I play the Imperial Guard. Since there are 7 races there is a ton of replay value when you work at mastering different strategies. New maps come out all the time at
www.dawnofwar.filefront.com so that also increases replay value.
If you do purchase it I'd suggest you get the pack that contains Dawn of War, Winter Assault, and Dark Crusade and then pick up Soulstorm. If you can wait a little while I'm sure they'll have one value pack with every single one. You might also check out the previews for Dawn of War 2 since it will include a race that all of the die hard WH40K players have been waiting for... the Tyranids!!!