If we go with exotic stuff, which is fine since power armor and bolters are getting stale, sanctified gear should be a thing... As well as Daemonic Weapons for the idiots that crave power.
For what's worth, Rogue Trader pnp had a big load of weapons and gear besides the usual, such as an offbrand phaser, sonic weaponry, totes-not Berserker Armor from Berserk that "heals" critical damage at the expense of your sanity, a table to generate archeotech stuff (with some really broken stuff such as super-armor that can't be broken), etc.
Unfortunately, power armor is going to be the winner for sure, because most stuff in the pnp games had high PEN values, which means only the heaviest of armors were worth it in combat against high-tier targets. Power armor also usually increases your Strength and Toughness, making it even better than most other gear in most situations if only for the stats gain (barring stealth and social events). However, even Terminator Armor is not enough against melee enemies, like Jenstealers can slice off any armor with ease no matter what WH40k game is (including the PnPs). For these you're better off having shields that have a chance to negate damage, or dodge the attack entirely.
At high levels, combat in WH40k pnp games turned into some sort of Touhou with power armors where everyone is shooting projectiles everywhere, and the first guy that cannot roll out of the way becomes a red stain.