The Guns are great additions to the arsenal. You can attack from long range with these and they build up Devil Trigger fairly quickly.
Types
Handguns - You start with these. These have a good firing rate, but not much power. You can float in the air with these if you fire fast enough in the air.
Shotgun - You get this in Mission 2. This is a great weapon throughout the game. This has a wide hit range and is strong enough to knock down the enemies at close range. There is a trick to avoid the reload time. If you take a step after firing, you can fire again instantly.
Grenade Gun - You get this in Mission 8. This is the strongest gun, but it's reload rate is horrible. You can hit multiple enemies due to the explosion though. If you roll or jump after firing, you'll avoid the reload lag though. This makes this a good weapon after all.
Needle Gun - Your only defense underwater. You get this in Mission 12. You can only use it underwater. It's hard to hit with and doesn't do much damage. Figures they would find a way to cheat you in this game.
Nightmare Beta - You can get this gun in Mission 15. Go through the Red Door to get it. This is the 2nd strongest gun and it has a fast reload rate. This is a great gun overall, but use it with the Force Edge or Sparda since it takes a Devil Trigger Symbol each shot. You can charge this up too for about a bunch of shots out at once, but this takes 3 Devil Trigger symbols to do and you can't do it if you don't have a Devil Trigger.