The biggest thing to realize about the Deathwatch is that your basic troops are expensive, killy, and squishy. Upgrades can make them killier and more expensive, but they'll stay just as squishy. Deathwatch Marines in KT tend to be either shield/melee, boltgun, special weapon, or heavy weapon; you may want one heavy weapon (the Infernus HB or the frag cannon) but it's not essential, and you should probably have at least one shield/melee or plain boltgun trooper for each special weapon (shotgun, Stalker bolter, combi-weapon) just to keep your model count up.
One bit of Deathwatch in Kill-Team I find irritating is that they don't let you use loadouts that are completely legal and very useful in full-size games, predominantly storm shield/gun as opposed to storm shield/melee weapon, so you may not be able to be as "correctly" equipped as you'd like.
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