To put it simply, they are the paladins of the Warhammer 40,000 universe.
To understand why I say this, you have to understand their Primarch, Robert Gulliman. Arguably, he is the most boring Primarch in the lineup and for good reason. He's basically Lawful Good to a fault. When he was flung into space by the Chaos Gods, he landed on a little Feudal planet by the name of Macragge. He was adopted by a warlord and quickly shown superhuman strength, charisma, and intelligence far past his adopted father. When the adopted father, Konor, was slain by an ally, Gulliman took his adopted father's place and set about uniting all of Macragge under his rule. People loved Gulliman and for the first time in years, Macragge saw an age of peace and prosperity unprecedented by the inhabitants of that planet. When the Emperor came to get Gulliman, he turned the Ultramarines Legion into one of the most feared Legions in the Imperium. It was so intimidating that when Horus planned to betray his father, he planned to put the Ultramarines Legion so far out of reach that even if they did get word of the rebellion that he wouldn't be able to interfere until it was too late. It was because of this that the Ultramarines had so many successor chapters. They were the ones who was the least effected by the Horus Heresy.
Gulliman later would reshape the Space Marines into chapters instead of Legions, concluding that no one man should hold such power over the Legions no matter how noble they may be. In one of the followup battles against Chaos, he was stabbed with a blade tainted by Papa Nurgle causing him unbearable agony. To stave off the wound and allow his regeneration to slowly heal him, the Ultramarines placed him in stasis until a contingent of Sisters of Battle, Eldar, and Black Templars found a way to stop the disease. When Gulliman woke, it took him less than 3 hours to drive away 4 Chaos Legions assaulting Macragge.
Once he learned of what has transpired while he was asleep, this is what he said:
Ironically, the Emperor of Man never desired to become a God, even making it punishable by death. Actually, it was the reason why the Horus Heresy happened in the first place. The Word Bearers found new Gods to worship after the Emperor humiliated them. The same book that the Word Bearers wrote about the God Emperor of Man would be the foundation for the Imperial Cult.
Despite his father's dream of the Imperial Truth uniting the galaxy being perverted and seeing Chaos close in all around him, Gulliman pressed on. Eventually, he would make it to Terra and become the Lord Commander of the Imperium.
Even when Gulliman was asleep, the Ultramarines always remembered the Emperor not as a God, but as a great man that led their people through troubling times. They still kept true to the Imperial Truth and treated all with respect.
Its their nobility that drove me to love the Ultramarines.