As with Marco, I wouldn't consider any of them to be 'essential', but some of the more interesting or useful ones that spring to mind include; the Alien Generator, the article on the Ordo Sicarius, the Chaos psychic powers, the Eldar article, the one on the Arbites and the article on Explorators, the Escape from Cephalon battle report, Gav's article on marines, the one on Navigators, the Sisters article, Lectures on the Wych and Derek's Piercing the Shadows article on the philosophy of the game.
That's far from an exhaustive list, there are other good ones too...