I acknowledge that I'm somewhat of a power gamer. I gain enjoyment out of building characters and army lists, maximizing combinations and creating "what-if" scenarios. I was in a debate recently with someone at the store about this. My issue: A game shouldn't provide bad rules choices, known as "crunch," for the sake of flavor, or "fluff". If the designers intend for a player to take a flavor option, it should be given an appropriate value to encourage this. Fluff choices shouldn't be traps that result in uncompetitive armies.
Dungeons & Dragons has done this for years, but Wizards of the Coast has moved away from it. They've declared war on flavor vs. effectiveness in 4th edition, where they've balanced character classes for combat, rather than balance for overall effectiveness. Since the game is primarily about killing monsters and taking their stuff, it's not fair to balance a class based on social skills or similar non-core abilities.
The army I've chosen for 40K, Imperial Guard, has a lot of flavor "traps" as I see them. Most doctrines are crap (doctrines are rumored to be dropped in the next codex), and much equipment and character options are just not worth the points. So if I want to play an iconic Tallarn army, for example, I need to choose one bad doctrine, a poor HQ choice, an overpriced special weapon and a mediocre heavy weapon. If I were more into the fluff than crunch of this army, I would gladly do this. But why make good fluff choices bad crunch choices?
The argument I was given was that it was alright to have bad crunch for the sake of fluff and the game was more about modeling than winning. Granted, I can see that, but why can't we have both?