For anyone interested, here is a diary of my playgroup's first attempt with Deathwatch. If you have not run the game and intend to, this post is SPOILER HEAVY!!! I'm basically posting this information with the purpose of detailing how much ground my group covers in each session. We started with 4 players using 2 Tactical Marines, 1 Devastator, and 1 Assault. They are joined by the 5th player, the Apothecary in the second session.

Episode 1

Battle of the Chapel - They were fairly cautious about moving out into combat, instead preferring to entrench with the defending PDF forces. They handled the heavy stubbers in the high building with ease. The heavy bolter rolled 14 magnitude of damage in one attack. They engaged and destroyed the sappers with ease. I also had the Rebel melee giant appear, but the group mishandled the situation and just shot his face off. Very successful fight, they took almost no wounds, and everyone really enjoyed this introduction.
I outlined the Mission Objectives a la Syndalla, and they had a few choices to make. They ultimately decided that the Astropath was the top priority and headed North. Also, because our 5th player wasn't present, I had the Apothecary begin as part of the team. But he suffered some minor injuries in the drop, and so stayed behind to patch himself up. He spent the rest of the episode tending to the wounded of the PDF at the chapel.

Travel to Lordsholm Manor - I had them pass through some checkpoints and fortified bridges to gain access to the Manor. I made it fairly easy for them to move ahead, as the PDF showed the proper deference to the hallowed marines. They were able to intimidate the guards enough that they were allowed access to the Lord-Governor's court without incident.

Thorsholt's Court - I made them wait patiently for the Lord-Governor to address them. He was busy entertaining his guests and assuring everyone that the wild accusations about alien invasion were grossly exaggerated. His insistence that the threat was merely a Rebel uprising was enough to settle the lords present for the most part. Finally, they had their audience with Thorsholt. His haughty dismissal of the situation showed that he didn't much care for the Inquisitor's involvement in his problem and that he resented the usurpation of his power. The marines were polite, but firm in their request for access to Astropath Elsharna. Suddenly, the Genestealers attacked the court, sending the room into chaos. The team engaged the aliens where they could, only one player showing the sense to shield the Lord-Governor with his body from alien attacks. They took some wounds, but were able to dispatch four of the aliens before the rest fled the scene. Humbled, the Lord-Governor granted immediate access to the Astropath, now thoroughly convinced.

(4 hours, with 1 additional hour of rules explanation)

Episode 2

The House of Echoes - The apothecary arrives at the Manor, just in time (our player is now present), as the team heads out with Thorsholt to the House of Echoes with his small personal bodyguard. They jog beside him in his transport vehicle. They arrive to find the Hollow Guard deployed around the House. However, with Thorsholt present, they gain access to the House, and the psychic ward is dropped. Outside, a few dozen army transport trucks arrive and disgorge 3 platoons (how I describe the separate hordes to the players) of Rebels. A firefight ensues in which the team takes up a defensive position and chews them down with sustained bolter fire. The assault crew (Assault + Apothecary) go in to finish the stubborn survivors.
The message sent, the team decides that their first priority is to restock their ammo. Thorsholt grants access to five platoons of PDF, and they load up in the pilfered trucks with the Marines.

Siege of the PDF Base - Arriving on scene with their convoy, the team witnesses the PDF Base under attack. Deciding that their PDF troops can handle this threat, they send a few platoons to reinforce the base, and send the rest on a flanking mission to take out the guns. Satisfied with the situation, the kill-team heads South to search the Imperial Stores for Astartes munitions.

Imperial Stores - They arrive to discover the Rebels entrenched at the ramp leading underground to the warehouses. They devise a crackpot sceme involving their transport driver stealing a massive cargo loader truck. The marines pile on and they send the truck hurtling towards the ramp. The fire-team jumps out while the assault-team hitches a ride on the wildly out of control vehicle. Rebels are splattered or scattered as the truck impacts on the warehouse door, shattering it completely. The fire-team wades down through the Rebels, but they don't have much fight left in them. They pursue survivors down a hallway leading to the depths of the warehouse. There, a Rebel General and his troops have laid an ambush in a darkened room. Their tactics are woefully miscalculated as the marines have no problem in the near total darkness, and tear into the troops. The sheer weight of numbers however, almost overcomes the assault-team. The Rebel General is taken out by the Devastator, and the rest of his soldiers devolve into the panic of routed men. Now liberated, they go about the process of finding usable munitions.

(5 hours)