I use ordinary Warhammer-miniatures in my games, because they are easy to find and dozen IG guardsmen/vampire count zombies/tyranid termagaunts don't cost too much and they can be used as nearly anything the players meet in Dark Heresy, with possible exception of Daemons. I stay away of blister-models unless I really want a special model for some player character or recurring NPC in my game.
One of the most useful things to use with miniatures (in my opinion) is vinyl mat with 1" squares in one side and 1" hexes in other. The reason to use these mats is that you can draw walls/doors/etc. on the mat with water-soluble markers and then wipe it away when you don't need it anymore, thus removing the need for terrain pieces commonly seen with miniatures. I use Chessex reversible megamat ( www.chessex.com/mats/Battlemats_MegamatsReversible.htm ) which is big enough for larger places but still easy to transport when rolled.