The main way I got ahead earlier was (real dick move coming) to talk to Burke about blowing up the bomb in the Megaton bar. Tell Sheriff Lucas Simms what Burke is up to. Lucas confronts Burke and Burke smokes him like a Christmas ham. Take Lucas' gun, duster, and everything else from his dead body.
Also if you head up to Minetown (north of Megaton) you can get a crap load of frag mines it you can disarm them. Pick a fight, back up while dropping the free mines, looters paradise! Sell all your stuff to Moria then rinse and repeat.
Do not drink the Nuka Cola Quantums (they are glowing purple). You will be making some bad-ass grenades later with them.