Hi Sinsko, I bought it this morning, and have been playing all afternoon / evening so far. It is fairly short, only 5 levels with each taking me around 20-40 minutes or so to complete, but you do have 4 characters to go through the game with though, and doing each level with 2 different characters nets you an achievement too.
Personally, for 800msp, I love it. I've bought far worse games for a lot more points! Unfortunately, there is no XBL Co-op (local only) but the addition of a survival mode is pretty cool. As for the collectables, I found 8-10 on my 1st go of each level, so they're not all that well hidden, but some only appear at certain sections of the level too though it seems (on retrying levels).
I've waited for a game like this for ages, Dawn of War was great, but an arcadey hack 'n' slash version is brilliant.