I can also vouch for Exodus wars, if you’re building an Imperial Guard army. They also have infantry that works well in Necron armies.

I think GW’s plastic infantry boxes give you great points-for-the-dollar, but no, the tanks don’t. It’s not that easy to get good deals on eBay either, especially because a lot of those models don’t come with bases. Keep in mind that the models have changed over the years. Tanks from 1st or 2nd edition might be cheaper, but the designs are a lot more basic and sometimes smaller. Epic 40k had the highest quality metal miniatures (multi-part, different looks) but some of the models changed in appearance when Epic: Armageddon came out. The ones I can think of are Space Marine tanks, Eldar titans and superheavies, and Imperial Guard Valkyries/Vultures.

All the GW metal flyers are underscale. Some people like it that way. Others prefer the Forgeworld resin flyers that they made for Aeronautica Imperialis. They’re up to twice the size, more in-scale with all the ground vehicles. Depending on your exchange right, some other Forgeworld Epic stuff may be worth a look (like Shadowswords).

There are some people on the Tactical Command forums (in the "6mm" forum) who can help you find alternative models if you message them from there, including figures for armies that GW doesn't sell anymore.

Have fun! It really is a great game.