You won't have to search for these weapons at all costs, but you shouldn't sell them when you finally find them. Here's a short list of most useful armors and guns from each major category.
For most of the time you should rely on different small guns and you should also keep developing this skill aside from Big guns and Energy weapons.
I wouldn't recommend ignoring less powerful weapons, because having a low of skill will make aiming more difficult and you'll also inflict less injuries to enemy creatures. This doesn't apply to big guns or energy weapons and obviously you should use them from the start. You'll have to be trained in how to use them in the Citadel before you'll be allowed to wear such protection. The only real exception to this rule are power armors.
First of all, almost every object you'll find in the game may be used without any restrictions. Thankfully 'Fallout 3' has some limitations in the complexity of the gameplay and it can make your progress a lot easier. Managing your inventory is a very important issue, just like in any other PRG game.
