Artillery is one of perhaps the best choices in the game, able to handle armor and infantry with a decent points cost. These weapons can fire direct or indirect as well as throw up smoke.
This subject could be long but I plan to keep it short, if you want further details grab a copy of the book.
First, transports are simply amazing in this game. Able to carry units and haul around artillery or other towed weapons is a huge plus. Plus more than one unit can mount up in a transport with no limitations.
The vehicle rules overall are clean and fairly straight forward. Tanks and such can bring considerable power to the table but also can be a huge liability in points and to a lucky shot from a cunning player. The balance is there and a player to understand the pros and cons of vehicles will make the most out of it.
Always a sore topic in wargaming but for Bolt Action fairly simple. You can blow up a building with shooting and also is a boon for the units inside. Again, the balance is there to keep the game fun and paced instead of dragging.