I'm not really sure how to put this… but am I alone in feeling like the weapons aren't lethal enough?
The average bloke in his pajamas can soak 3 damage. He takes a shot in the chest from our old friend, the M36 Lasgun. He is awesome enough by virtue of having an average Toughness score to completely soak the +3 damage modifier, leaving the rest of the damage up to a single d10 roll. Unless the attacker scores Righteous Fury, it's impossible for him to take any Critical Damage (assuming he has the simple 10 wounds like an NPC Guardsman.) Another shot catches this poor bastard; another d10 roll, with only the top two rolls killing him.
Knowing that shooting a guy with no armor will take at minimum three hits to kill just doesn't sound right to me. Even with more powerful weapons, the problem is still there; our Commissar's got quite a keen eye, but his bolt pistol needed help killing mutants. Once you add in armor, things just get worse. Basic enemies take a couple of turns of concentrated fire to take down. Things like Frag Grenades are just about useless (2d10 damage with no damage modifier or penetration?) against anything considered a threat. While the Explosive and Rending critical charts are both deadly and amusing, getting to that point is very difficult.
For all the Grim Darkness that the 41st Millenium is supposed to offer, Imperial Guardsman are tough SOBs (A typical Guardsman in flak armor is soaking 7 damage, and therefore ignoring the bottom half of the probability range for a lasgun!) The Star Wars movies are more lethal. The tougher beasties only make this more apparent; it's the same issue we had with vehicles again, just on a smaller scale.
Maybe I'm missing something, or maybe the sleep deprivation is catching up with me… but in the three sessions I've played so far, combat has been several long slogs where being able to hit still does not guarantee dealing any kind of damage far too often. Every weapon we used - M36 Lasgun, Bolt Pistol, and Grenade Launcher - succeeded at doing very little until we got those magic 10s.