I personally allow my players some leeway in trading in some of their starting gear for something of equivalent value. But then I always have the last say on whether or not something is just not available.
I do this too, but I also encourage them to do so depending on what they start with and what characters they play. When I started my current game, I reviewed all characters, gave pretty much everyone a free Common Lore of some kind, and something that was appropriate for their characters.
The Flight-Lieutenant-turned-Rogue-Psyker, in his backstory he was discovered because he scored abnormally high on dodging in aircrafts and the like, so I threw him Precognitive Dodge (I think it was Precog.Dodge, anyway). Another player is playing an Adepta Sororitas, so I reviewed her starting equipment and ended up giving her armour Power-Assisted.
An Arbites that was supposed to join the game (but didn't), I suggested changing out one of the weapons for the more appropriate Ius Automatic w/ Fire Selector, Voice-Operated and Dermprint Loyalty Spirit. Normally, this would result in a pretty rare piece of weaponry, but it is by no means overpowered compared to, say, a Boltpistol, and it is incredibly "Judge Dredd"-y and appropriate for Arbitrators and Judges.
Really, try to create the characters with the players, help them realize their ideas as long as they're reasonable, and try to encourage roleplaying over rollplaying whenever possible. It's annoying as hell when you can't realize a concept as a player, and it's annoying as hell as a GM (imho) when the players end up creating faceless quickgen characters.
Use your best judgement. The starting equipment, the starting skills and talents, it's just suggestions, really. Everyone starts with a Trade-skill as part of being Human. But if the character is supposed to be from Schola Progenium, giving them Linguistics (High Gothic) makes a hell of a lot more sense.