I have been using the standard DH character sheet (the writeable PDF one) and I have noticed I am running out of room for talents, gear, xp advances, etc.

Are there any other better/bigger ones out there? (Preferably with more weapon slots as well)

Get the fantastic Excel Character Sheet from Memetix. Has everything you want, and then some. Multiple options for printing, cheat sheets, automatically calculates final weapon stats (including your characteristics bonuses, Talents etc), equipment lists, you name it!