Scar: This is a really nice weapon, especially when compared to the FY71. But it isn't as useful as it could be thanks to the fact that ammo for it is quite scarce. So, you'll probably want to use the FY71 instead, despite the SCAR being the better weapon. Also, as with the FY71 and the SMG, the SCAR has a wide selection of attachments available for it.
FY71: This is not as good as the SCAR weapon, but you will use this in place of it for much of the game's duration, thanks to the weapon's ammo being plentiful. As mentioned above, it also has a wide range of attachments.
Shotgun: The shotgun is a weapon I didn't use much until the last few levels of the game. The weapon itself does have a few attachments availiable for it, with those being things such as a flashlight and scopes. It mainly comes in handy when dealing with the alien enemies in the water and on foot.
SMG: The SMG is one weapon that you'll want to make you use a scope attachment with, as I found it to be quite inaccurate. Ideally, I'd probably recommend using the FY71 over it if you have a choice and the ammo.
Precision Rifle: Again, this is another weapon I didn't find much use for. The fact that you can attach scopes to the SCAR and FY71 makes it less useful than it could be.
Gauss Rifle: This weapon is useful for taking out any enemy vehicles, especially when you don't have a missile launcher. Granted, it takes quite a few shots to destroy something like a tank.
Minigun: This is a great weapon, though it's only found towards the end of the game. It's useful against the alien enemies, plus the KPA Nanosuit soldiers.
Alien MOAC: This is the weapon you'll be wanting to use for the last few levels of the game when you have the option to, as it can take the enemies out easily enough and it also has infinite ammo.
Missile Launcher: You'll want to keep this loaded with ammo for when you encounter enemy tanks and helicopters, as it's really the one weapon that you have that's very effective at taking them down when you encounter them.
Explosive Charge: These I only used to destroy enemy vehicles, so save them for those occasions, though they can be planted on the floor etc. and detonated that way. Also, it's probably best saving them for stationary targets.
TAC Cannon: You only get to use this weapon once and that is against the end boss. You can also only use it at select points, when prompted by your allies. So, there's not much to say about this weapon, other than it's necessary to use it in the final part of the game.
The Pistol: It's your default side-arm that you'll have throughout the game, though you shouldn't have to use it at all really. It doesn't have many attachments either but a bonus is that you can wield two pistols at once.