So I'm GMing a campaign and this one is going great, we've got more sessions under our belt then ever before. Now the trouble is is that my players are baffled by the sheer number of things to spend XP on. I know there are some believed 'trash talents/skills' that they should avoid, but we mostly want to spend XP asap so we can get to the game.

So, any talents/skills/characteristics these classes should definitely aim for? Or any good synergy they can create together?

For psykers, advancing Willpower and Psy Rating is always a good choice. Buying more psychic powers (and the prerequisite stats needed to use them) is also good. It's good to keep a lasgun or something around for the times when you don't want to risk excessive power use, but it's generally unnecessary to spend points on most shooting-related talents when you can just use mind bullets instead

Assassins have great Aptitudes for combat and stealth-related advancements, so focus on those first. Swift and Lightning Attack are good buys for a melee-focused assassin once your Weapon Skill is high enough to compensate for the hit penalty. Dual wielding talents take a lot of XP to really pay off, but an assassin who can effectively use two weapons at once is horrifying. Mighty Shot (and the melee equivalent) are great for characters who use automatic weapons (or Swift/Lighting Attack), while Nowhere to Hide is a must for a sniper character. Stealth and Athletics/Acrobatics let your assassin travel places inaccessible to most other people and are very helpful outside of combat.

Tech-priests are a varied bunch -- what Role did the Mechanicus player choose? For any character with the Tech Aptitude and an intellectual focus, I'd recommend investing in Tech Use and the Armour-Monger talent. Tech Use is an indispensable skill for a party to have, while Armour-Monger keeps your scholar alive without much extra investment. Imbued Knowledge is a must-have skill for a scholar character, since it lets you make Lore tests untrained (VERY useful) and gives more degrees of success on any such check.

In my opinion, all characters should get the Dodge, Awareness and Scrutiny skills at some point. They will keep you alert and alive in the course of your Inquisitorial duties. For very agile characters (like the Assassin), Step Aside is a great pickup as well, giving you two potential dodges each round.

This is a lot to process at once, but if you have a list of a half dozen priority advances in mind you can give your character advancement some direction. I hope this helps!

For psykers, advancing Willpower and Psy Rating is always a good choice. Buying more psychic powers (and the prerequisite stats needed to use them) is also good. It's good to keep a lasgun or something around for the times when you don't want to risk excessive power use, but it's generally unnecessary to spend points on most shooting-related talents when you can just use mind bullets instead

Assassins have great Aptitudes for combat and stealth-related advancements, so focus on those first. Swift and Lightning Attack are good buys for a melee-focused assassin once your Weapon Skill is high enough to compensate for the hit penalty. Dual wielding talents take a lot of XP to really pay off, but an assassin who can effectively use two weapons at once is horrifying. Mighty Shot (and the melee equivalent) are great for characters who use automatic weapons (or Swift/Lighting Attack), while Nowhere to Hide is a must for a sniper character. Stealth and Athletics/Acrobatics let your assassin travel places inaccessible to most other people and are very helpful outside of combat.

Tech-priests are a varied bunch -- what Role did the Mechanicus player choose? For any character with the Tech Aptitude and an intellectual focus, I'd recommend investing in Tech Use and the Armour-Monger talent. Tech Use is an indispensable skill for a party to have, while Armour-Monger keeps your scholar alive without much extra investment. Imbued Knowledge is a must-have skill for a scholar character, since it lets you make Lore tests untrained (VERY useful) and gives more degrees of success on any such check.

In my opinion, all characters should get the Dodge, Awareness and Scrutiny skills at some point. They will keep you alert and alive in the course of your Inquisitorial duties. For very agile characters (like the Assassin), Step Aside is a great pickup as well, giving you two potential dodges each round.

This is a lot to process at once, but if you have a list of a half dozen priority advances in mind you can give your character advancement some direction. I hope this helps!

Helps a lot, thanks!

The assassin is ex-arbites so is using the combat shotgun, I think he will appreciate the better shots and dodging though! The Tech-priest I think is Seeker? But yes has tech-use and armouring (bit confused how crafting works in this game though). The pysker is on the trees which give him the Force Push and the Force Lightning (sorry forgot the names). Anyway thanks! My tech priest wants to go sniper (like a Skitari Ranger), which might be cool.

(bit confused how crafting works in this game though)

It doesn't, by and large. Good crafting rules are nearly impossible to write, and Dark Heresy's efforts aren't amongst the best efforts. When crafting does come up in my campaign, I just sort of wing it.

Talents are mostly situational so I would recommend going for a wide range of skills - my players tend to focus on powerbuilding combat characters with maxed out Dodge, but that will ruin your day in a non-combat scenario.