Normally Space Marines do not become inquisitors. Maybe you can get one for your retinue...

If they would throw in a "terminator" class i need to find my "Shut up and take my money!" picture. Normally... whats normal about Martyr ^^. 40K is just a setting and you play a coordinator in the frontlines who would normaly be ripped appart at first enemy contact like we have it ingame. You are a emporershamingsuperherospacemarinerapingdeamonpurgingmegamonsterdivenvengance beeing in this game, not an inquisitor ^^. So why not Grey Knights?

Grey Knights are the combat arm of Ordo Malleus though. Inquisitor finds the chaos taint, Grey Knights come in and handle the daemons. That would be a cool mechanic though. Alt characters that can be swapped into missions. Would promote leveling alts as well. Different types of characters have strengths for certain types of missions. Allowing the swap would add some depth. Send the assassin on the stealthy missions and the crusader on the tanky ones. Account levels up continuously, characters level separately. Not too far off from the current iteration. 

I am also on the "would pay for Grey Knights" bus. I have already bought the game, but if that was DLC and it was done well I would be all in. The Knights would make an interesting prestige class or something like that. Psykers  to Grey Knights, Crusaders to DeathWatch, and Assassins to Sisters of Silence. I am sure there are ways to work it in or make it unlockable without totally going off the canon rails. Bring a character and account to 50, unlock a level 1 prestige class for that character's class, with additional story or end game maps/missions, similar to Path of Exile or the Van Helsing endgame. 

SOLD. 

Please no char swaps. Prestige classes are fine but no on the fly changing.

I'd rather have one for my retinue than play one myself...

Grey Knights, when badass just isn't enough. SOLD

-Vigil Ironcross

Less "on the fly" and more "between missions."