Collect all of the Gadgetron Holo-Plans pieces, take them to the smuggler. He will build the Rhyno IV with them.
Complete the game once. Now, play it a second time but this time on the unlocked Challenge mode! Here, you will find a number of vendors carrying Omega weapons, as opposed to basic ones. The Omega stuff is incredibly powerful!
Complete the game once and you will unlock Challenge Mode. This mode is more difficult the original mode, but you'll be able to level your weapons up to 10.
In Challenge Mode, you can purchase the Golden Groovitron for 2 million Raritarium.