Where's my ammo?
One of the main issues people have is that a lot of 40k models do not carry extra ammo. Space Marines, Chaos Space Marines Imperial Guard are the main culprits people think of. Many are left wondering why their troops only have the one clip, magazine or belt.
This issue probably has the simplest solution, just adding extra clips and ammo pouches to the belt area will resolve the problem. This can be done by cutting off ammo from unused rifles and guns, or even by making a greenstuff square pouch and suggest ammo is in it. Another potential idea is to have one squad member carrying a "crate" of sorts, containing the units allotted ammo. This is also handy for heavy weapons squads. With one model carrying the gun, why not have another basic guy being the ammo bearer?
My gun is too big/my tank is too small.
Some people, surprisingly, are quite annoyed by the comically large guns seen on some tanks in the 40k universe. The kind of tank I talk about usually have a gun bore so wide you can fit a beach ball down it (Think Leman Russ), and if it were to work, the tank could only carry perhaps four shots of over-sized ammo.
One thing I've seen a few people do is use smaller guns. The guns are often taken from military scale models (which are also great sources for other parts, as I will discuss soon), which are all based on real and very functional cannons and fire-arms.
Whilst some people are OK with the gun, they may not be happy with the size of the tank. It may looks to small to fit all the essential parts of a tank inside, such as mechanics, engines or passengers. The rhino is a good example, often referred to as a clown car because it is, to many, far too small to fit ten fully armed and armoured marines inside. Some choose to extent the hull sizes, either through conversion kits (e.g. FW Mars Pattern Hull), or the more extreme scratch-build, and scale the whole tank up a tiny amount.
How would this thing move?
This issue requires more work than the others, as it involves playing around with the tank's height and profile. "Lifting" the tank and raising the suspension to a visible level us often a favourite, as it cutting away parts of the armour to allow the wheels to be seen. Nowadays, very few GW tanks come with wheels if you can't see them, so the military kits I mentioned earlier are a great source for wheels, suspension, and tracks.
My tank isn't combat ready!
This is another, easy to fix problem. Your tank may lack the correct lighting, fuel system, power for said systems or an exhaust set-up that is needed to function, as well as handy extra gear like tarpaulins and fuel barrels. Again, military scale kits are great sources for bits like this, and should be plundered for everything usable. thin wire and cables can be used to connect up systems such as spot-lights.
So with that guideline, you now have the know-how to bring a little realism to our science-fiction universe.