My experience with Space Hulk was rather poor. I was introduced by someone bad at teaching who had never played it with anyone else. The instructions seem to do a poor job at teaching, sadly a bad trend among hobby games.
On that front, Chaos definitely took some dancing to really get it. The basics were there, but we had to frequently correct our procedures. I'd like to call it a heavy weight game (complex), except I'm told there are far harder games out there. It's definitely not something to try without serious exposure to other hobby gaming. However, it is quite well balanced. It has the feel of a war game simultaneously with simply developing yourself. I've even played a game where we managed to ruin a region within a single round! I disagree with the nail-biter, though. Of course, leaving anyone alone for a single round can make them incredibly powerful, but we've had many games where it was effectively decided for 1or 2 players with 1 or 2 rounds left before victory. A common example of this is Khorne having 2 dial advances to victory while everyone else has 4+. One person would have to achieve more dial advancements than anyone else, including Khorne, for both of the rounds (you can only get 2 advances per round, going to whoever was best at advancement), a tremendous challenge given how powerful Khorne is at that point. Even more, once one of those rounds is accomplished as such, the other players are effectively delegated to "kingmaker" status. I really hate that.
Still, a very enjoyable game. With Khorne, luck plays a role similar to what I've seen in Catan. Without Khorne, it's a much more intellectual game as Nurgle's the only significant beatstick left. Without him and with the Horned Rat, players have no more than 4 figures that can attack (out of 10, 12, and 15-figure sets). The game is really different every time based on who's playing, how the cards go, and how the dice figure. It's very intellectually stimulating, and appeals to all my favorite gaming aspects.
Wall of text. Clearly I am bored.