There's plenty of weapons in GRA and they can be categorized like this: Melee Weapons, handguns, shotguns, rifles, thrown, heavy and special weapons
Melee weapons can inflict relatively good damages with the appropriate character build. They are very cheap and usually don't use ammunition. The Katana used by Brotherhood gang members is a great slashing weapon. You need good agility and strength to maximize your damage output. Some of those weapons may cause the target to bleed for a few turns (loosing HP).
Hand guns are cheap medium range weapons. Ammunition are very easy to find. There's several of those guns but the most notable ones are probably the Desert Eagles (good damage), the 9mm pistol (high accuracy), and the Glock (which has access to burst shot mode).
High damage, short range weapons. The illegal sawed-off version can fire its two bullets at the same time for maximum damage, however its accuracy is very low. The pump action shotgun is a bit more accurate and has more ammo in the chamber but they can't use burst shot. If you get hit by most shotguns, your stamina will drop.
SMG are good damage dealers in burst shot mode. However you can't aim specific body parts with them, so they are a bad choice when you're trying to quickly dispatch a powerful foe using head shots.
Automated Rifles (AK-74, M4A1, Famas) are very effective weapons but both the guns and the ammunition are very expensive. They usually support all fire modes (aimed, burst, single). They are usually precise, have high damage, and some may have a small chance to trigger a critical hit, causing massive bonus damage.
In the same category there's the Sniper Rifle. It cannot burst fire, however it's a very long range weapon with very high damage. It's critical hit chance is also much higher than with other rifles.
There is a few different heavy weapon types, from the RPG able to break walls to the flamethrower. Those weapons are typically expensive, rare and same goes with the ammunition. However, well used, they tend to be extremely powerful.
At the moment (0.67), there's only 2 thrown weapons: the HE and the Smoke grenades. HE grenades deal explosive damages and bleeding effect on a area. Don't throw them too nearby or you'll get caught in the blast. Smoke grenades deal next to no damage, but as the name implies a thick smoke will appear on a large area. Being in the smoke reduces accuracy and vision range, and the thickest part of the cloud may block vision. They are, as a result, a very getaway mechanism.
Those are usually quite rare. They exists in most of the previous categories. What's notable about them is that they have special effects applied to the person being hit. For example, there's the poisoned blade which deals chemical damage over time or the Tazer gun which deal electrical damage and negates stamina. There's other rare special weapons which can be found in the city's most dangerous locations.
Weapons have a lot of stats to define how well they perform. Not all those statistics are shown to the player.
The most important one. This is the average damage this weapon can deal before any modifier is applied (like strength for melee weapons). The damage type determine what kind of damage the weapon deals (impact, piercing, fire, chemical, slashing…) this is important as armors can negate specific types.
Since 0.6.0, most of the terrain is destructible. This setting allows to determine if a weapon can damage a specific tile/wall or not.
This is the maximum range of a weapon. Trying to shoot further will have 0% chance of success.
The Base Accuracy is your hit chance % with a specific weapon at point blank range before any modifier like perception or skills are used. The accuracy loss is by how much % it decrease per tile the ammo has to travel. As an example, shotguns have a high base accuracy but also have a very high accuracy loss.
It's the same as accuracy loss but for the damage output.
There's 2 variables regarding splash damage weapons (grenades, RPG). First the area of effet and secondly the damage loss percentage. In the center of the explosion, targets will get 100% of the damage, but people being one square away will only get: damage - damage loss%.
Some weapons have special effects like the critical hit of sniper rifles or the bleeding effect of slashing weapons.