Game Hack:
Edit the following files in a text editor to change the corresponding items. Always back up these files before proceeding!

File name Controls this
Accounting.dat Experience
SpellDef.dat Psyker powers
VehicDef.dat Vehicle statistics
WeapDef.dat Weapon statistics
UltNames. Ultramarine names
ChaNames.dat Chaos names

Game Bugs:
Both tested on version 1.2 of the game.

You can reload weapon even when you have less than 15 AP if you use reload hotkey (9).
There is a way to make a Devastator Squad with all marines equipped with heavy weapons. Basic thing is that 5th marine in Devastator Squad always gets Heavy Bolter equipped by default.
First of all you need at least one dead marine (empty slot).

Remove one marine from the Devastator Squad (to have four marines in a squad).

Enter ‘Configure Squad’ screen.

Give heavy weapons to two marines and return to main hall.

Enter the ‘Select and Configure Squads’ screen and assign one marine to Devastator Squad.

Enter ‘Configure Squad’ screen. You will notice that 5th marine has a heavy bolter. You can change it for any other heavy weapon. Return to main hall.

This way you will have 3 marines with heavy weapons. If you want full squad here is what next to do:

Move one of the Devastator squad members having only bolter equipped.

Enter ‘Configure Squad’ screen and return to main menu.

Re-enter ‘Select and Configure Squads’ and assign a marine to Devastator Squad.

Enter ‘Configure Squad’ screen. Again you will notice that 5th marine has a heavy bolter.

Just repeat these steps to get the last of the marines "heavy".