Have you seen Event Horizon?
This was my first thought too. Daemons are also the most readily customisable threat. They can be as weak or strong, few or numerous as you wish.
It also gives you the opportunity to present the players with an undead Captain who appears to be fused into the bridge, and mumbles dire warnings at the party in High Gothic, as it was spoken during Goge Vandire's reign.
My second thought was Alien 3, particularly the scene where the convicts are lighting up a long, dark tunnel and something keeps blowing out the light just outside their field of vision... Before it starts to ****** the convicts one by one. It's basically what the Lictor Darkforce mentioned was designed to do.
My third thought was I'm not super fond of Necrons & Tau, so if I were you I'd go with pretty much anything else. But tastes differ & stuff.
I don't mean to disagree with Doomande, but generally speaking, Warp-capable ships in 40K are pretty much space-based cities. There's no reason the ship shouldn't have hospital facilities, chymist & engineering workshops, murder servitors the players can take charge of, library facilities to help them with research, and whatever else they might need.
That said, you should try to make every location feel like it's ship-born and not planet-side.
As for how to end the scenario, there's at least a few obvious solutions. The ship itself is an incredibly valuable thing. Purifying and salvaging it is a perfectly reasonable excuse to send in a few hundred Astra Militarum (or whatever the IG is called, I suck at names) under the command of the Acolyte Cell.
If that's not good enough for you, the ship is presumably going somewhere. For example, it could be going to Footfall.
Of course Footfall (and similarly critical trade hubs) typically do have the firepower to turn a single ship into slag, even if it's a very big ship. But the slagged remains of a ship impacting a space base is still going to be incredibly bad, probably kill tens of thousands, and almost definitely disrupt trade for months - trade that several colonies undoubtedly rely on to maintain their existence.
Edited by Simsum, 11 June 2014 - 12:38 PM.