I've had a lot of fun with WFRP just running the book adventures from Plundered Vaults and Ashes of Middenheim. WFRP is a great game to have on-hand if someone else is DMing something and doesn't have time to write an adventure, or if you're going to play a short campaign or adventure. Making a character has exactly two choices involved (race and then a choice between two randomly-generated careers) and is very fast and fun.
Combats are lethal at the beginning of the game where most players are in leather with small amounts of mail, but get less-so once plate comes into play, although any hit can be lethal - hits do D10+strength (average human is 3) but 10s explode, infinitely. Bows and other ranged weapons are particularly lethal - as someone else said, when someone attacks you with a sword you can either parry or dodge it. If someone attacks you with a bow, you can't do either of these things, so good archers are very nasty and you don't want to be shot at too often.
Magic has a lot of flavour, and carries a fair bit of risk. Powerful wizards will often not use their most powerful magic, since the more power you use the more likely you are to suffer some backlash.
Insanity is an ever-present risk. Whenever you suffer a critical hit, you have a good chance to gain an insanity point. When you get six of these, you are at risk of gaining a mental condition. My players have been pyromaniacs, have suffered from terrible nightmares, in one case have been turned into a chaos spawn over time. Insanity surgery can be hilarious as well, one of my characters has had the top of his head sawn off about three times now.
So, it's a great setting, and the rules really compliment it. Just make sure your players realise that it's a very dark world and horrible things are likely to happen to their characters, but that's all part of the fun. Have them make a group of insane dwarf trollslayers and have at it