What sort of dice do you use in warhammer 40k?

It really depends on the kind of army you're fielding. But mostly, it's your choice. If you have an army that has low points per model (ie. Imperial Guard, Tyranids) you may want to have lots of dice. And even though this should go without saying (and yes, for you veteran players, this does happen) Do not play with only one die. With one die, you'll end up looking like the worst kind of noob to the game, and that's a stupid noob.