a heavy stubber is the gun mounted on the top hatch of the leman russes turret in the picture found half way down the page
here
leman russ battle tanks are better at distances due to the longer range of the battle cannon. the demolisher is better close up because it has better side/rear armour and it's main gun has a shorter range. it can also mount a wider variety of sponson weapons. both have their uses but i prefer the leman russ cos it's cheaper.
i can only think of one really big don't at the moment, and thats don't overload your units and vehicles with extras. for the most part a tank/transport will only need extra armour and smoke launchers, and maybe rough terrain modification if you're city fighting, to be most effective. an infantry platoon squad won't need more than a veteran sergeant and a special weapon, and maybe a heavy weapon. almost everything else is wasting points.