Challenge games

I just finished a playthrough in which I permitted the use of only found weapons. (I added one missile launcher at the start of the game, then sold it when I found a projectile cannon.) No equipment at all unless I found it or won it on the battlefield. No selling and re-buying equipment so that I had upgrades just the way I liked them, either.

What about you? What rules have you imposed upon some of your games, to challenge yourselves?