I was thinking of having my Black Crusade group go to an Imperial water world.
The vague idea is that it's a sort of mining world where all the valuable ores are on the sea bed, so gigantic Mechanicus crawlers comb the floor of the ocean, scraping up and filtering out the valuable ores. They then send the ores to be processed off-planet by means of a space elevator moving the materials up to waiting voidships. The majority of the population on the planet lives in giant underwater habitats based around the anchor of the space elevators, which more or less resemble an aquatic hive city, with the underhive being alternately flooded, only partially aquatic grottos, or thermal vents, utilized to power the hive and space elevator by meansof geothermal engines.
In the underhive truly unwholesome things lurk, deposed of their homes by the mining industry they hide beneath the world's civilization, whispering blasphemous truths to those who would hear them, and consuming those who wouldn't. They intermingle with their confidants, and the unholy half-breeds they create via a twisted mixture of dark ritual and bodily desecration are held back from taking the hive above only by the gleaming light of the Ecclesiarch's cathedral above, it's light blinding the ones who dare ascend above their base station.
The heretic's goal will be to destabilize the hive city, forge a Compact with the leader of these pelagic nightmares, defile the temple of the Emperor's Wives' and ultimately bring ruin to this world.