I use Bradon, a grumpy Squat (Ok, they're all grumpy base value) and his crew that runs Munitorium D at the Tricorn where the players can request/borrow/buy equipment.
Basically, the players at first can only request items up to scarce availability. So forget about getting that carapace armour and that boltgun at Rank 1. With this that means they don't need to loot everybody they see of raid every armoury they manage to cross. Also, I get to control, via Bradon, what the acolytes have; sure they can request 100 frag grenades, but that doesn't mean they'll get it. They'll get a few and that's it.
Then, to keep with the 'living world', they got to fill a form with a literacy test. Like I said in another post, they can roll how much they want, it's not super critical, but they'll waste in-game time doing that, and time is generally of the essence.
This allowed them to save up their monthly pay to buy some fancy gear (good/best quality stuff or implants, top tier armour and weapons), giving them the idea that they are part of a large organization and also giving them a counter where they can buy their gear without having to run around in the Hive trying to find a store who got it. Also, as they are in the Tricorn, they can walk around with melee/pistol weapons around, but basic or heavy weapons are frown upon; This is the Imperium after all, no one walks around unarmed, but can't have some possible unstable person walking with a heavy bolter or flamer around.
Also, The players have an apartment in the Tricorn, something basic at first (common room/kitchen, simple bathroom, 2 bedrooms with 2 beds each, basic rations) and as they get higher ranks, this also gets better (Added a TV, secured vox line to the outside, small workstation to mod their guns or to fiddle around with tech, prayer closet, better food and accommodations)
I also given them the chance to train during their down time, as not everyone was interested into the alternate ranks, and well, like it or not, they're part of the =I=, so only natural that their Inquisitor made sure he had qualified personnel at his disposal. Of course they only started with the basic courses, the rest was available at later ranks.