Excluding the golden guns, you should find yourself in possession of every gun throughout normal play as long as you do all the missions and explore all the rooms in dungeons. However, the raw stats of the guns tend to pale in comparison to the setup of attachments on the guns. For example, the 1195.45 Auto that Vashyron starts with has the best gauge break (the ideal stat for a handgun) of all the normal guns, but the MI50A from the Arena has more slots for only a slightly smaller gauge break and a better charge rate. It's the absurd combination of 8 barrels, 4 sights, and more grips than you have hands which makes the gun shine.
Nevertheless, there are some guns which shine. The aforementioned MI50A handgun is very directed on the offense at the cost of magazine. The LP-09 you can buy in Albona offers the best charge rate, while the Z-40 you get from a mission in Chapter 15 has a good balance of stats in all departments. These all offer some of the better attachment points as well.
The PDW-XN.V3 you may find in Chapter 14 is one of the better all-around machine guns. If you go dual-wielding, the NP.05C that gets sold later in Ebel City is a good complementary machine gun.
For attachment setups, both schools of thought (absurd focus on a stat, versus balanced) can function. Charge acceleration is exceedingly useful for Bonus Shots as well as Hero Actions. Charge speed is more useful for making long-range shots, coupled with accuracy. Magazine size is great to amplify the damage of a Machine Gun, or coupled with a Magazine Case on a handgun. You have a lot of room to customize, so make sure to use as much of it. I don't think any particular setup is necessarily ideal, but I recommend setting up multiple guns and then switching them around with different equipment roles.
It's all the crazy attachments that'll benefit your performance, and you'll eventually come to recognize your guns more by which attachments you have focused (say, you'll know your "Charge acceleration focused handgun" compared to your "General purpose handgun").
Assuming you are levelling all weapons equally on your characters, the main distinguishing stats for them come mostly on their skill setups. They all have access to the same skill sets, but learn them at different rates. Below is what they learn primarily, and thus need fewer charges to hit higher rates/potencies.
- Handguns: Damage Up
- Machineguns: Full Scratch
- Grenades: Charge Cancel
- Handguns: Knockdown Rate
- Machineguns: Knockdown Rate
- Grenades: Ailment Rate
- Handguns: Penetration Rate
- Machineguns: Stun Rate
- Grenades: Hyper Damage
Aside from Grenades, though, the majority of mileage for skill activation is during Bonus Shots, and someone with a gun focused on charge acceleration may easily hit max cycles.
Thus, consider the main equipment setups that are preferable at this stage. You generally want one Scratch Damage Dealer and two Direct Attackers of separate roles. Remember, after all, you can't kill anything with Scratch Damage.
Scratch Damage Dealer
- Dual Machine Guns - In charge of setting up enemies, untouched in terms of raw scratch damage. Zephyr's high Knockdown Rate makes him pretty good at setting up bonus shots, while Leanne's Stun Rate is helpful for saving people in the nick of time.
- Machine Gun and Magazine Case - The main advantage of this setup is with AP rounds. Vashyron in particular, with the best Full Scratch, can render all parts of a unit completely ready for destruction with a good angled shot. The raw power of the dual setup tends to overwhelm the +damage and +ailment bullet options.
- Machine Gun and First Aid - Not entirely recommended as the Scratch Damage dealer tends to play a very vital role in attacking every turn. The First Aid kit is probably better with a Handgun.
- Machine Gun and Grenade Box - An amusing option to give your Machine Gunner something to do Direct Damage in between volleys. Has a damage advantage over carrying a handgun. The focus is generally on damage for this, which makes Leanne preferable for Hyper Damage. However, as you can't gauge break with a machine gun, Vashyron's Charge Cancel can be helpful, as his Full Scratch also mitigates the issue of lower damage.
- Machine Gun and Handgun - Generally inferior to the Grenade Box, but it does allow you to have someone else carry the Grenade Box and thus follow up your Machine Gun attacks with a Grenade.
- Dual Handguns - Vashyron makes this shine with his focus on Damage Up - pair it with nice magazines and you can shred things very well even without scratch damage. Zephyr can also be good, as his Knockdown Rate can initiate a Bonus Shot easily which merely serves to set you up with even more damage.
- Handgun and Magazine Case - With ailments or +damage, Leanne can do this well with her Penetration Rate skill, as that can vastly improve your chance of landing status on complex targets. With AP rounds, Vashyron's Damage Up shines very nicely, but make sure to stack your gun with a good magazine count and accuracy if you do this. Don't forget to consider Oil Rounds if you have a nice molotov setup.
- Handgun and Grenade Box - The more common grenadier, able to use handguns at a comfortable range but grenades up close. Zephyr doesn't suffer too much with only having a single handgun, while his Ailment Rate is very nice with all of the grenades. Leanne is also fair as Hyper Damage remains an incredible skill for a grenadier.
- Handgun and First Aid - The primary support type, may consider focusing on charge speed for long range fights, and primarily serve as the closer for combos. Leanne's Penetration Rate is handy to clean up scratch damage when not using items, while Zephyr's Knockdown is handy for disrupting enemies to create an opening for item usage.
- Grenade and First Aid - Not really a recommended option as you can run out of grenades (and thus attack potential), honestly, but certainly possible if you need grenades but don't want to burden the other gunners with first aid duty. Since your only offense is grenades, Leanne shines once again with Hyper Damage being a superb way to maximize damage output of the big bombs.
I've been fond of Vashyron on Dual Handguns, Leanne on Dual Machine Guns, and Zephyr with a Handgun and either a Grenade Box or a First Aid Kit based on the current needs.