And anything too cool could easily be classed as heretical if you get caught with it. Talk to me about what stuff you want your character to have, and if it's cool and you're willing to accept some limitations on it, it's probably fine. The big two technologies are, or course, Mecha and Starships. The giant robot aspect of the Mecha are at most about twice the size of the pilot. Bad ass powered armor, with swords, and jump jets for big huge flying kicks and the like.
People also can have personal fighter jet type mecha.
Ones that transform are definitely prohibited technology, but you might be able to find them anyway. Starships are not privately owned, period. At least not officially. Military vessels are much more strictly controlled, with fleets being owned by some of the Guilds, each Noble House, the Church and the Imperial fleet as well. And anyone who takes the Sathra buffers off on their starship is just asking for a visit from the Inquisition.