Most of my characters are usually not really into weapons (except, perhaps, ship-mounted ones), so they tend to go fairly light. Most of the time, they find themselves in places where, in Yul Brenners words (from The Magnificent Seven), "Of course they carry a gun. Around here it's just like wearing pants."
The primary weapon of choice is a revolver, mainly to reduce having misfires suddenly turning the weapon in my character's hand into several kilos of junk. My current NPC associated with the PC party carries a updated version of the LeMat Cavalry Pistol (nine .357 rounds around a 20 gauge shot shell). This provides a good amount of firepower before having to reload, without getting outrageous.
If more firepower is needed (without pulling out the military grade stuff), they usually use pump-action shotguns, primarily for the intimidation factor. Having variable loads available for the weapons doesn't hurt their viability either. They seem to always wind up as sawed-off stockless "Ithaca-style" (i.e., Ithaca Police Stakeout-style) worn in sheaths across the back. (Not under a coat or jacket, tho. They won't fit under a flight jacket and anyone trying to wear a long coat, walking off a starship or around a space station, just about automatically draws Official Notice as An Unusual Person. Body armor, of any weight, tends to do this, too.

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Simon Jester