My next vehicle was the Panzer IV-H, a later model than the vanilla MK IV. About the same armor as the original, but greater firepower. I didn't get too much a chance to test it out before I got waxed in one shot from a Sherman w/a 105mm gun hiding in the trees!!
I haven't tried everything yet, but my fav so far is the Puma, a German 8-wheeled armored car w/ 50mm KwK gun. In a nutshell, it drives like a jeep, has the armor of a halftrack, and the firepower of tank.

Other things I tried:
The panzerfaust. Highly effective, but a true one-shot weapon.
German support kit: Outfit yourself in this, and you spawn with a MG-42 as your weapon. Damn effective. No grenades though.
British PIAT: I couldn't hit jack shit with it, so I have no idea how effective it is.
The British Mathilda tank: So fucking slow it's painful. The gun is useless against other tanks, but great for mowing down infanty.
Me-262. The first jet fighter. FAST, and has 4 guns w/ bombs. I hacked a B-17 out of the sky with it in one pass. That was impossible in the original (unles you just rammed it)
tons of fun. I highly recommend the DL.
http://forgottenhope.bf1942files.com/main.html