Cawdor are my main gang, my view of redemptionists is that their characters and specialists are very good, their gangers are mediocre and their juves are bad. I'm echoing what some of the above posts have already said.
Leader: Go nuts they've got some great equipment to choose and some piety skills are decent: Eviscerators are a terrifying weapon if they get close, just use smokes and bonepickers to make it happen. If you want to keep the cost low then a Chain Axe + Autopistol is a good reliable combo. NEVER take the chainsword, the 5 credit saving is not worth it. The pyromantic mantle and book of redemption are fun items to pick up later into a campaign.
Champions: Better for shooting than melee, if you MUST go melee then a chain axe is better for the +1 to hit. But typically these guys are taking grenade launchers, 65 creds with house list access to smokes and flash is obscenely good, the fire pike is a shinier flamer and not worth the price IMO especially compared to blunderpoles. if you're playing with trading post these are the guys who will end up with plasma guns.
Gangers: Redemptionist gangers are mediocre, they don't have any amazing equipment or stats, if you must have one or 2 them for theming/flavour just stick a shotgun on them, its a decent weapon.
Its worth having a couple Cawdor gangers to take advantage of their special rule allowing +1 to be fielded over the deployment limit, The Blunderpole is the choice of weapon for these guys, arguably the best standard weapon in the game except maybe the Enforcer Boltgun. If credits are at a premium then just put a reclaimed autogun on them, its cheap and cheerful.
Specialists: Oh Look another grenade launcher, anything else in the house list is a waste here.
Juves: Way too niche and expensive for what you get, always pick bonepickers over the zealot, you get to field an extra d3 of them, they cost almost nothing, put a stub gun on them and use them as meat shields for more important fighters, especially your melee leader.