So, a Rogue Trader can have a almost anything they want, circumstances willing, including even worlds. I know that some of the bigger personalities, such as Winterscale and Chorda, might very well own part of, or entire worlds, depending on what of them is valuable, but what sort of places are really worth the effort? In your games, what planets proved to be worth claiming in your own name?
I have two Rogue Traders who I have fleshed out, Edric Korvallus and Aedan Qel-Drake, and each owns at least a small handful of worlds, of note. The thing is, they both turned out to be "volcanic, mining worlds." As I think on that, what is the value of them? Almost everything in 40k is either made of adamantium or cardboard, so other than some decorative gold, who will use any granite, basalt, or whatever other rocks your mineral world is rich with? And even if you do have it, what's to stop the AdMech, the only people likely qualified to make much out of it, from just taking the source, and not having to pay you? While I certainly like my Mustafar-knockoffs, and for Qel-Drake, I'm actually obligated to keep it thus, for story reasons, what might they be doing with the resources?
To sum up, if you are going to claim a world for your dynasty, what sort of ones are you interested in, that both have something worth it, but also not so well defended as to repel you in your efforts (say Vaporious, or certainly Zayth), or having something the AdMech will just seize, because they can?