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I am starting to play Warhammer 40,000 as an Ultramarine Space Marine player. I got the starter kit: Assault on Black Reach and have been enjoying painting stuff since.

Where should I look next to start building up my army? My goal is to have an army of around 2000 points eventually, while I build up my understanding of the tactics of the game.

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Your obvious next steps are a copy of the Codex: Space Marines book and another squad of Tactical Marines.
You're going to need to book to effectively plan your army, and you will find it impossible to win games under the 5th edition rules without enough regular tactical marines around to hold objectives!

From there you'll need to make some key decisions in what type of army you want to have. Drop Pod Army? Mechanized (everyone in Rhinos and maybe a land raider for your terminators) Army? Fast Assault Army with lots of jump pack marines and bike marines, land speeders?

An army that has a focus is usually much more effective in 40K than having one of each different unit type in the book. The nature of space marines and the need to have tactical squads around means you can devote yourself to a focus that you find appealing without worrying too much about your army becoming entirely one-dimensional. An upside for marines!

Of course your budget can also help guide early decisions. An entire army of dudes riding in $40 drop pods adds up fast! Having the codex will make it easier for you to see what different paths you can follow when making a plan to buy your army.

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Rhinos

Rhinos are mandatory because of their extremely high effectiveness-to-cost ratio. They allow you to take your tactical squad, and for the low price of about 35 points, render it immune to anti infantry fire until such time as your opponent brings antitank weaponry to bear.

Dreadnoughts

Dreadnoughts are frequently seen because they provide Space Marine armies with a good source of long-range anti-vehicle fire, without costing as much or being as vulnerable as an equivalent squad of Devestators. Further, Dreadnoughts, being "Walkers", have a great deal of flexibility in terms of move-and-fire, and even tying up any enemy infantry squads that lack grenade-based antitank weapons in eternal combat.

Unless you're building out a specialized Drop Pod/Biker army, you're going to have Rhinos. Also Dreadnoughts.

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You will need for sure some heavy firepower, so at least 1 devastator squad is almost mandatory, or a squad of predator tanks (single unit but has faster mobility).

Terminator squads + drop pods are great, or if you prefer by terrain go for terminator squad + land raider combos.

For close combat you can either have assault terminators (slow but deadly) + land raider/drop pod, or assault marines. I prefer the terminators, but personal taste.

PS: I am not an expert (more painter than player), so take my advice with reserve. I only play with my friends and not very often

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