Cheat Codes:
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First, go into the Data file in the game directory. 
Then, you can edit any of these files to change certain 
aspects of the game, such as: 
Names for both sides, weapon statistics, experience 
awarded for kills, vehicle statistics, Psyker power 
statistics, and more! All you have to do is edit the 
files. 

These are the ones I have found most useful:

Accounting.dat - Experience
SpellDef.dat - Psyker Powers
VehicDef.dat - Vehicle Statistics
WeapDef.dat - Weapon Statistics
UltNames. - Ultramarine Names
ChaNames.dat - Chaos Names


Note that any changes you make may effect Chaos as 
well, so be careful, especially with the weapons!