Stories that Show Scale

I just finished the Bequin series and I'm finding myself not sure what to get into next. My favorite part about 40k books is when they get into the scale of the setting. The description of the victory parade where Ravenor gets disfigured and the description of the colossal cathedral Bequin is brought to in her first novel are good examples.

What are some books you've read that do a great job of showing off scale in the setting?

I've read all the Eisenhorn and Ravenor series. All of Gaunt's Ghosts. Infinite and Divine. Requiem Infernal (a lot of fun btw). The Valdor book and Watchers of the Throne.