WH40K - Assemble the Away Team

I've been away from my hobby table for a while now, and will be for a few more months (hence the break in modelmaking and pictures of things that I have glued to other things.) My boss has asked why someone as nerdy as I am doesn't have some minis on my desk. So now I am wondering, is there a 'starter set' or a 'beginners pack' of WH40K, WFB or any other system, that I could buy on the internets, with figures, glue, paint, clippers etc. Or, do I have to go to some web-shop and pick it all out myself?