I've been through the first couple of chapters of the campaign, while constantly picking up and trying out any weapon dropped by enemies. So far, I haven't found a single weapon that was noticeably better than the ones I started with. In fact, most were distinctly worse.
So I ask to the members who have already finished the campaign: were there moments in the game were you picked up a weapon that was undoubtedly better than your original one? Was there a pickup, at any point, that made you glad you were picking up everything? Or should I just give up trying out every new weapon I find?