Some of my Payment options do not get displayed until a customer fills in their Billing Info. Is there a problem?
The described situation is the expected behavior, and results from the way the Magento itself validates Payment Methods availability.
One Step Checkout relies on Magento's native Payment Methods validation procedure. Thus, if a given Payment method is restricted to some specific countries only (e.g., Payment from Applicable Countries option is set to "Specific Countries"), such Payment option will not appear in the list unless the Billing info is submitted.
If a Payment Method is available globally (i.e., Payment from Applicable Countries option is set to "All Allowed Countries"), this Payment Method will be listed instantly when a customer navigates to the checkout page.
Note: the described situation can normally occur with guest users only, since logged in customers will have their Billing Info filled in by default.