First, I'm not just new to DH, this is my first GM (or player) experience. I've so far run two sessions, got everyone settled in, and they all seemed to like it so far, getting in to the sessions, so on. However, the thing I have noticed:
They try to loot every little autogun and shotgun. They try to upgrade their weapons to best quality mono this, blah blah blah. What's worse, I can't use power weapons and such against them, because they will just take them. I don't want an arms race. They are 3rd rank (our sessions usually last a full day of playing, about 11:30 to....around 8:30 or 9:00), and already possess a best quality mono sword, a mono knife, a mono bastard sword, and a long las. Granted I gave out the mono knife, but that's just flavor. I dont want the heretics to charge the PCs weilding swords and maces...only to smack the guardsman over and over for no damage. They will, upon returning to anywhere there is a market, attempt to sell everything, looted micro beads, shotguns, anything they encounter.
Any other general tips are also appreciated, I am still very new.