New Reno (again)
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You can go finish the mafia quests for one of the families, if you
haven't already.

My favourite sequence was like follows. First go pop Louis Salvatore
(by now you should have no problem). That's 500 xp. If you did his
quests before, don't just go in, guns blazing. Talk to Mason, go talk
to Louis, and just refuse to join his family to start the fight. That
way I think you still get the xp for the desert escort mission. Then
waste all his men, upstairs and downstairs, and loot their lasers.
(They're worth good cash :)

Then go talk to Big Jesus Mordino, and _refuse_ joining them. You'll
get 750xp, a grease gun and a Mark II leather armour, and you'll get
to kill the Mordino's, too. The grease gun isn't bad, and the armour
you can sell.

Then go finish Wright's quest, namely just go and tell him about the
Sierra depot you just visited. That will make you a Made Man of the
Wright family, and they'll send you to Cat's Paw and New Reno Arms for
some equipment.

At New Reno Arms, that gave me the right to buy special equipment,
such as the Bozar and the Minigun. (Though I think that exactly what
equipment you find may be a bit random.) Be warned that even at
discount prices they are expensive. Better skip them for now, and
steal the Bozar from NCR. While you're there, deliver that laser
pistol you promised, for 500xp.
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