Historical wargaming still happens (it must do W.H Smiths carries at least 3 magazine titles dedicated to it!). Warhammer (and Warhammer 40K) was a game with a wonderful backstory (mostly lost now in the repeated dumbing down!), it was quality sci-fi horror but there is potential to develop your own ideas unlike historical stuff which is more constrained by what actually happened.
Historical models are easier to paint though, there is a well documented template for the uniform.