I prefer more mundane adventures. Not to Dark Heresy levels, but certainly a Rogue Trader should not be able to stomp everybody in the Koronus Expanse he encounters, at least not before rank 4-5. My idea of an optimal ship is a fast frigate that can get out of trouble quickly while stocking its holds full of loot from a dead xeno world, while still having the firepower to take on other frigates/raiders. I hate the idea of the 20 PF/70 SP build, it reminds me of the "Million Nuyen Samurai" from Shadowrun.
But just clicking on RPG.net's ship-building thread for Rogue Trader I see a crapload of min/max'd cruisers and they all share something in common: No Cargo Bays. I found this amusing, mostly because the first thing I said when I went about designing my own frigate was "It's gotta have a compartmentalized cargo bay".
In my opinion, the penalty for not having a cargo bay is currently negligible. It takes up a crapload of space that can mean the difference between Sunsear batteries or Mars Macrocannons on a frigate. But you only lose -100 achievement points towards an endeavor, assuming your GM even uses the endeavor system. Yet couldn't a cargo bay double as an extended suppy hold? And where exactly are your players going to stuff that regiment-sized set of Lasguns they just made a successful acquisition roll on?