It happens! When I was first starting out, I only saw pictures of Tactical Marines, so I painted all of my Marines with Tactical designations, even Devastators, Assault Marines, and Commanders. Wasn't until I fielded them and my opponent asked me about it that I realized they each have different insignia!
And even more recently than that, I painted my Chaplain and Librarian's right shoulders in their chapter colors, whereas technically you're supposed to paint their left shoulders and their right shoulders follow the normal Chaplain and Librarian schemes.
Oh yeah, definitely don't sweat it. The codex only gives you SOME of just the Ultramarines' details, nevermind all the Chapters that do it different, like the Raven Guard. If you can, I'd try to pick up a copy of Insignium Astartes, which is pretty much the ultimate guide to markings and symbols and such. Unfortunately, I think it's out of print now.
You can also go on wh40k.lexicanum.com, which isn't nearly as complete as Insignium Astartes (which is a book every Space Marine player should eventually have, it's great), but still gives you a lot of details that aren't included in Codex: Space Marines.
Yeah, I need to grab another box of Fire Warriors myself.
Actually, I tallied up everything I still need to buy for my 2500 point Tau list. It's around $250 worth of stuff, which, considering my IG Regiment is going to require around $500 and my Orks are gonna require around $350, $250 for my Tau isn't too bad.
All I need for my 1500 tournament Tau list is another Devilfish, though, and it's golden.
I also came up with a few lists using my 3400 points of Space Marines that apparently will never sell. I think I've decided to keep them, I've come up with a 1500 point list, a 2000 point list, and a 2500 point list, all tournament builds using the vanilla Marine codex. I may post them here later tonight if I remember.
Allerka, in case you're curious - it involves Land Speeders, a Vindicator, and several Tac squads in Razorbacks. And it's going to specialize in smashing mech IG lists, which are currently the bane of my existence.