I played both Dark Heresy and Rogue Trader, but I haven't had a look at Deathwatch yet. Dark Heresy is probably my favourite between the two... the characters are not overpowered as such, but they are quite strong and can usually kill in two or three hits. However, so can most enemies. Social interactions are dependant on your knowledge of the source material, especially if you play a noble or someone who has contacts to noblemen. The whole relationship between the different organisations makes everything somewhat complicated and dependant on player knowledge - the whole system is like being part of the largest bureaucratic system ever and everyone works for someone else.
Character advancement felt somewhat limited, too. You have different tiers of powers and each tier allows you to select certain powers and buy them for experience. Rogue Trader is really worse than Dark Heresy in that aspect: To reach the next tier you more or less have to buy every single skill and talent offered to you. There is not much place for character personalization outside of so-called "elite advancements" which can be given to characters by the GM and are simply skills or talents he does not have access to regularly - however, they cost two times the experience a regular advance would cost. You really end up with the same character each time - one Rogue Trader is more or less just like the next.
All in all, it's probably a good game if you like the background, but I'm not fully satisfied with the game system.
