This is an overview of weapons and their applications. DPS isn't everything, but it is a good reference.
Weapon stats:
Axe - 100 Damage, 1 sec between shots, 100 DPS.
Burst Gun - 30 Damage, 0.5 secs between shots, 60 DPS.
Shotgun - 84 Damage, 1 sec between shots, 100 DPS.
Grenade Launcher - 100 Damage, 0.8 secs between shots, 125 DPS.
Plasma Gun - 12 Damage, 0.1 secs between shots, 120 DPS.
Rocket Launcher - 100 Damage, 0.8 secs between shots, 125 DPS.
Ion Cannon - 5 damage, 0.044 secs between shots, ~114 DPS.
Bolt Rifle - 80 damage, 1.5 secs between shots, 53.3 DPS
Stake Launcher - 80 damage, 1.25 secs between shots, 64 DPS.