Pat the Eldar are incredible but the Imperium and Chaos are great starter fleets. Imperium has torpedoes and is good as long range. Chaos is really good at close range.
Eldar are really hard to kill because of their shields but are vulnerable to guns (right or is it lances?)
Space Orks are cool because they're random. They got Roks, Cruisers, and even a Space Hulk.
Tau have great ships (I have some in fact along with my Imperium).
Space Marines have really cool, strong, ships including a Battle Barge. They are really good at boarding attacks.
Dark Eldar are fast and nimble.
Necrons have some really strong ships.
Tyranids can be really cool. They are all living ships and they have one that will latch onto an opponent's ship and then tear pieces out of it each turn.
I think I covered all the major races.