I've been playing orks for quite a few years, and here's basically the lessons I've learned.
Shoota boyz are pretty crappy. Slugga boyz are a far superior option. I'm not a big fan of giving them burnas, as the burnas still do nothing as you slog across the field. Rokkits and big shootas give them something to do on those long treks to the assault.
Two killa kans is better than the one dreadnought you could have gotten instead. Other armies' dreadnoughts have good ballistic skill and powerful ranged weaponry while at the same time packing a wallop in the assault. Yours is just a close combat beast, but you're paying a similar cost. Killa kans can also be used to block line of sight when put in base-to-base contact. It's pretty sweet.
I *LOVE* trukk boyz. 10 trukk boyz, give one a burna, and upgrade one to a nob with a power klaw. The trukk usually gets just red paint. I'd give my trukks rokkit launchas if I knew where to get the models. There's two real methods of approach with trukk boyz. The first is to zip from cover to cover, ending with a 12" move, 2" disembark, and 6" assault. The other way, when no cover is available, is to blast the full 25" (red paint) forward, and grit your teeth as it eats all manner of panicked return fire. The trukk blows up, you lose a boy or two in the explosion, and the rest are given a 4+ cover save in the wreckage. If the enemy isn't packing some burnas of their own, you've either got an excellent fire magnet to cover your boyz (or other trukkerz) while they advance, or a turn later your enemy has a squad right in their midst that's about to kick some serious butt.
There's also plenty of fun tricks to be played with the wartrukk once it's dropped da boyz off at skool. Strategic placing can get an enemy to be automatically wiped out due to no escape route. You can keep it within 6" of an enemy squad to keep them from regrouping (this is especially fun against space marine players who are completely spoiled by And They Shall Know No Fear). You could also give it stikkbomb chuckas for a little fun with tank shock (combine with previous trick for maximum effect).
My warboss always gets a power klaw and choppa. Why? Because if he WAAAGHS then I want the option to go with the strength 5 attacks at initiative 8. I don't always or even often choose to do so, but there are times when it can make a big difference. Besides, it's only 1 point more and he never hits anything with that slugga anyway. In smaller games he accompanies a mob of trukk boyz and also gets a cybork body. I don't bother with real armor since he usually just gets targetted by enemy characters with power weapons/fists anyway. Bigger games I take him as described along with a nobz mob with just choppas and sluggas, maybe one power klaw. Think of it as just a really kickass trukk boyz squad.
Stormboyz are far too vulnerable. The cost of a space marine with the survivability of an ork? No thanks. I've never tried kommandos, but I think they might have potential. I wouldn't worry about them not having armor saves, since you usually aren't getting them anyway. Skarboyz and 'Ard Boyz are neat, but if they're slogging it then then they both generally get eaten up by shooting. The 'Ard Boyz seem like they should be good here, but all of the bigger anti-infantry weapons (heavy bolters, assaul cannons, ordnance, etc) ignore their save anyway. If you get a battlewagon or play speed freeks though, I'd definitely consider them.
Lootas are cute and hilarious when they start shooting each other, but all-in-all just useful for stealing imperial guard lascannons (they're cheaper than for space marines). Even then, I'd avoid 'em. I've never played around with the artillery units, so I've got no idea. Battlewagons are a lot of fun, and can be geared for almost any role. I like to think of them as a cross between a predator and a land raider. Bikers seem to be too expensive to be worthwhile, and I've not tried much with guntrukks, but they seem like they might be useful. Stikkbomb chuckas seem like a must-have for them because, hey, dirt cheap tank shock? Yes please. It's not like they can't move 13" (red paint) and still fire at maximum effectiveness anyway.
I have a looted basilisk in my army. I like it because it's dirt cheap. It's even better in speed freeks because you can give it a force field to remove the open-topped +1 damage bonus. I've experimented with a proxied leman russ demolisher because I couldn't pass up the orkiness of fielding the most powerful weapon in 40K. I think you'll find that either is excellent. I usually use them for destroying squads of MEQs (T4, 3+ save units if you didn't know) or vehicles, since orks are a bit lacking in the anti-armor firepower department.
As far as Big Mek's go, I'd really only use them with a kustom force field to protect a Battlewagon or maybe a mass of advancing slugga boyz. Other than that... meh. Painbosses can be fun since their retinue of cyborks is AMAZING. Their chief problem is that if you send 'em on foot, they're real slow, and if you put 'em in a trukk, they tend to die a lot when it blows up.
My personal playstyle is all about speed. It naturally follows that I'm a big fan of speek freeks. Being able to use other squad's transports is amazing. Automatically regrouping, regardless of other factors, when you fall back to an empty transport is amazing. Trukk boyz are amazing. Try to resist the temptation to put stuff like burna boyz and skarboyz in trukks with speed freeks, because sure they pack a punch, but they get hurt real bad when the trukk blows up, and the trukk WILL blow up. Their main deficiency is that if the enemy wipes out all your empty transports, each failed morale test is instant death for the whole squad.
My current 1000 point list has two squads of trukk boyz, one of whom is joined by the warboss. These guys zip up and get the enemy busy while two mobz of 15-20 slugga boyz and 2-6 killa kanz start hoofing it across. All the while there's a basilisk in the back providing fire support. The slugga boyz and kanz are all armed with maximum rokkit launchas. Your goal is to take out all the vehicles during your little walk across the battlefield and then deal with the infantry when you get there.
Also, as long as you can hit 3 guys MEQs with the burna template (this will be almost always), it's better to torch them and then just use regular attacks in close combat than it is to save it for use as a power weapon. If you can only torch 2, it's equally effective to do it either way. When it comes to anyone with a 4+ save or worse, always flame as long as you can hit at least 2. When disembarking and moving those burna-toting trukk boyz, ALWAYS remember to put the burna in the front. This is a mistake I've made a few times, and it's downright embarassing.
Choppas > terminators. I cannot emphasize this enough.
The only thing more important to know than "choppas > terminators" when playing orks: Have fun. Goof around. There's nothing more jolly than an ork player with a good sense of sportsmanship and humor. Always remember that orkses is never beaten in battle. If we win we win, if we die we die so it don't count as beat. If we runs for it we don't die neither,so we can alwaya come back for anuvver go,see!