DH is best for pure roleplaying, I think. RT is better for crunchy games, in which the players can be encouraged to game the mechanics to maximize their profit factor. DH is more like an MMO, given the innovative solo and team mode mechanics.
This is very much dependent upon the expectations of the group and the style they're run in. I've been running 40kRP games for nearly five years now (I started playtesting Dark Heresy, in its original incarnation, back in the summer of 2006), and have seen a lot of what they can do, particularly with the additions of various supplements.
My last Dark Heresy campaign was an exercise in terror and escalating conspiracy (tip for all 40kRP GMs: using adversaries that resemble nothing from any other 40k universe game produces a fear in players that comes only from the unknown, while Eldar, Orks, Tyranids, etc are a known quantity to an extent, and thus require you to work with the players' knowledge to get them going). Blood of Martyrs allows a group to easily do an Ecclesiarchy-themed game without ever touching upon the matter of the Inquisition, and I imagine that Book of Judgement and Only War will do the same for campaigns themed around the Adeptus Arbites, criminal organisations, the Imperial Guard.
My Rogue Trader game is a challenging one to run - open-world exploration at times, and high politics at others, veering from piracy to diplomacy as and when the mood takes the group - but extremely rewarding. I've got a lot invested in Rogue Trader, admittedly, having now written for four books in the line (Into the Storm, Edge of the Abyss, and the forthcoming Battlefleet Koronus and Hostile Acquisitions).
My Deathwatch game, I'm turning into a game of grand strategy and difficult choices - the Kill-Team may be at the front-lines killing their foes, but there's far more to their job than emerging from a Thunderhawk, bolters blazing. Figuring out big-picture target priority, and dealing with the consequences of those choices, are as significant as duelling with Aspect Warriors across a burning cityscape under the light of a dozen moons.
(depending on what FFG has given us to test).
Which, frankly, could be anything - there's a hell of a lot of stuff being worked on in various stages, and the stuff I've seen and heard about (which is only a fraction of it) should be something special.