Well, I think with Rogue Trader there definitely has to be some oversight.  There also has to be realistic consequences to certain classes that will actually, imo, hinder the party.  A player wants to be an Ork mercenary, well that blocks a lot of possibilities.  Sister of Battle in the group, then I hope you weren't wanting to be part of a radical force or use that super neat xeno tech the bad guy just dropped.  Rogue Trader would require a group that is willing to work together though because in general Rogue Trader gives itself well to Sandbox style.  A lot of communication needed between GM and players.  Probably where the players tell the GM their idea, the GM sets up the endeavors and starts giving them some kind of route to perform their action.