So, I'm the kind of DM who uses accents for NPCs. I find that it can allow a unique NPC to have a little bit more character, and along with various tics and mannerisms, can help with immersion. But, on a large-scale, I'm not too much of a fan of giving racial accents.
There are certain exceptions - Goblins all sound kinda the same (a high-pitched growly voice), Kobolds have similar vocal descriptions ("like a crocodile impersonating a yappy dog"), etc.
However, I tend to go for it in a big way when doing Rogue Trader. You can imply a lot about someone's origin with an accent - and, when the galaxy is as large as it is in 40k, you need all the help you can get.
So, a quick guide to my 40k accents:
Catachan - put on a good, thick American accent, maybe with a hint of Germanic influence ("GET TO DE CHOPPAH!") - although Jayne sounds a bit more like a softer version of myself.
Death Worlds - my generic Death World accent has hints of Australian or Russian, depending on the climate.
Cadian - Cadians are Canadians! Although I have a hard time keeping up the accent. A relatively "plain" American accent works here as well. Fortress Worlds in general fit that theme.
Noble Worlds - always RP English, all the time! Unless they are French. Boaby generally sounds like my "work" voice - unnaccented, annunciated Scottish - an accent I kept for Hive World Nobles (Spyrers and the like).
Hive Worlds - well, there's a running joke that the Necromundan Hive Dialect is Glaswegian... but either a thicker Scottish twang or a Cockney accent will do.
Wilhelm has his own distinct voice. Generally quiet, deep, and English. Like Patrick Stewart after a night on the whiskey and heavy-tar cigarettes.
Captain Tiberius Krawkin has the most generic, growly English accent I could muster. Lots of drawn-out syllables and such, to show how eeeevill he is.
While none have been encountered in-game so far, Marines of the Salamanders Chapter all sound like James Earl Jones in my head (in other words, like Sexual Love Chocolate). Or Idris Elba. Any sufficiently sexy-voiced person of African descent will do.
The one Raven Guard who showed up whispered in an non-Cockney London accent at all times.
And the Space Wolf sounded like BRIAN BLESSED with a Scottish twang.