Though it's been quite a while since I've played a game that has them, part of me will always be an Orc player. They were the force that I played the longest back in my 40k days. Though one "problem" with them is that getting a whole army could be a bit costly. The figures tend to be a decent size (Orcs are known to be big and brutish, after all), but you also need a whole bunch of them (my normal forces for 40k started with 70 guys... and that was just my first 3 units). Thankfully, Mantic is making it a bit easier to get yourself an Orc army for Kings of War.
They have both New Army and Mega Army sets for the Orcs available over in their webshop. So you can get whole regiments of chariots or wagons in one go. They also now have minis for the Orc War Drum and Orc Skulks, so you can add those to your force as well.
This is currently the pre-order for the figures. They'll start shipping out at the end of the month.