The best weapon is the auto shotgun. A fully upgraded auto shotgun can destroy vehicles in matter of seconds. The main drawbacks is it used a lot of ammo and you have to reload often.

The submachine gun should be your secondary weapon. Upgrade fully and put a suppressor on it.

The third weapon is either the sniper rifle or the Rocket Launcher. Use the Rocket Launcher when doing the main quest because you will be dealing with harder opponents. Sniper rifle work great in non-main quest.