Do you have DLC? Keep cameras, teddy bears, sensor modules, scrap metal, and pretty much any other miscellaneous items. I can't remember which junk items arent useful, because so many eventually come in handy or are needed for a repeatable item turn-in quest.
Anything else, just do whatever. With weapons, keep a few options around. Melee, pistol, shotgun, rifle. Sniper rifle, once your small guns skill is higher. Takes too long to line up a shot when your skill is low. The gun swings too much. Just keep the best weapon you have from each class. Keep doubles, you need them for repairs. Grab all ammo, it's weightless. Darts and railroad spikes are ammo, not junk.
You'll especially want those darts; there's an epic gun coming, once you find the schematics. Use it on anything fast (just one shot, then switch to another weapon). Save radscorpion poison glands, surgical tubing, toy cars, and paint guns. They're needed when you find the schematic (three different schematics for each weapon, each schematic improves the result when you make a new one).
Look at the stats on armor. Wear what's best, keep lightweight items with useful skill bonuses, you'll want them at low levels. At a certain level (different for everyone), you'll have the skills, items, and survivability to survive wearing whatever armor you want.
With aid items, you wont need everything. You'll have plenty of Stimpaks, and food will rarely be necessary. Just grab every box of Sugar Bombs you find. Never eat them. Store them until a certain ghoul requests them. I think you might need to save any Jet you find, too.
Keep everything in storage. It's not hard to disarm Megaton's bomb, you'll have your house/storage space right away. Or, if your character is evil, don't disarm the bomb (take the quest to disarm it, though), and talk to Burke in Moriarty's Saloon in Megaton. He'll give you a quest that leads to alternative housing.
Let me know if you need more. It's been a while since I've played, I might have missed some things.