Long time listener, First time poster here,
If you have not played 40k or know any of the lore, then i would probably stay away from Dark Heresy - it relies on all the players knowing about the lore - especially the imperial stuff.
Rogue trader can be great, and I would actually recommend it to people who do not know anything about 40k over experienced 40k players. Judging from how Ross is able to keep a handle on all sorts of reputation stats and factional interaction Rogue Trader would be great to listen to, but it really needs a campaign dedicated to it simply because of the sheer scale of the game.
I only have a very little experience with Black Crusade, but it would probably be the best for a one shot set in the 40k universe, especially for players who don't know the fluff. being able to play a regular sane person in 40k pretty much means you are heretic anyway, and this way you can have not only the overbearing Imperium pressing down on the players, but also the opportunity to make pacts with Daemons for possessed rocket launchers which fire miniature plague demons which can not only blow up tanks but turn anyone hit by the blast into zombies too!
