Greetings,
Just as it says in the title, I'm pretty new to the world of Warhammer 40K and Dark Heresy. I have played various RPGs for a couple of decades now, and just to try something new, I got the core rulebook for the game recently and I tried it out with my gaming buddies. I wrote up a very simple adventure ("Bad guys are over there! Go get them, and we'll pay you!") just to try out the rules, and my friends rolled up a few characters: an Imperial mercenary, a hiveborn Tech-Priest and a feral scum. We found the game quite fun, and the game world is very engaging, however, I was hoping the Emperor could shed His light on my doubt-plagued mind... 
We have noticed that the skill level is rather low compared to other games we usually play (no more than 35 to 40% at best for the characters we rolled up). I realize that characters are meant to improve over time, but most of my players couldn't help but notice that their chances of success relied more on getting situational bonuses (ganging up on bad guys, full-auto fire, relying on the tech-priest for anything requiring batteries, etc.) than on raw skill alone. Is this normal, or were we just unlucky with our dice rolls?
My next question is a bit more specific. Do elite advances (those not covered by a character's career path) include skills or talents that are part of a career path but at a later rank? For instance, can a rank 1 Guardsman ask for an elite advance to learn to use bolters or chainswords (only available later) or can a rank 1 psyker save up to learn Psy Rating 2 before getting the required rank?
My last question is a matter of personal opinion, but I'd like to get some outside opinions on which supplements are most worth buying? I'm especially thinking about Ascension, Inquisitor's Handbook and Creatures Anathema. My main concerns are usefulness and budget: my son is not toilet-trained yet, so every box of diapers is one less gaming book I can afford...
Thanks in advance!

" 