Most such rules do say that you always strike first unless the opponent charged that turn, in which case you alternate activating units between those that charged and those with always strike first starting with the player who charged.
However, I believe there are a few relics out there (I think Dark Angels have one at least) that say they always strike first even if the opponent charges.
In short, read the rules for any specific unit, it tells you how it works on their datasheets quite clearly.