There are a ton of buildings that you can unlock in this game. The weight room trains the strength of one of your dwellers. The lounge trains charisma. The fitness center trains endurance. The athletics room trains agility. The armory trains perception. The classroom trains their intelligence. The game room trains their luck.
Beyond that, the other rooms are more advanced versions of the old resource rooms. The Nuclear Reactor makes a lot of power, the Garden makes a lot of food and the Water Purification makes a lot of water, while the Nuka Cola plant makes both food and water. If you need to make room for these advanced buildings, start getting rid of your old resource buildings, and then replace them with the new ones.
The wasteland can be an amazing place to earn a huge amount of caps, outfits and weapons. It can also be a great tool to get back the green rating on your status bars without killing off any of your dwellers or blowing up excess rooms. Simply send a bunch of dwellers out when you need to replenish food and water. Dwellers who are exploring will require no food or water.
This has another big bonus as well. Once the food and water bars recover from the red and into the green, dwellers who had health problems such as radiation (red in the health bar) and damage done to them, will start recovering on their own, without you having to spend any stimpaks or radaways. This rests on the presumption, of course, that the vault is balanced enough to then sustain itself without the exploring dwellers.
If you want to finish wasteland expeditions quickly, or make them happen a whole lot faster, then all that you have to do is set the time ahead just like you would when you want to get resources quickly. The more Stimpaks and Radaways that you give your wasteland dwellers, the farther ahead that you can set the time and still be comfortable that they will return safely.
Check the daily report every single day for a caps reward. The reward is based on how much of a happiness percentage has built up. High happiness scores can result in a massive number of caps, so don’t underestimate their importance. Keep your green bars high and swap dwellers in and out of non-work rooms (like the living quarters) to keep them happy.