In the surveillance videos of the murders, the killer appears to use a Heckler & Koch USP in 9mm. This type of handgun is also hinted at as the characters call the hand gun am "H&K 9mm".
Remington 870 Shotgun
In the second half on the movie, Terry McCaleb (Clint Eastwood) uses a Remington 870 with synthetic furniture, and extra shotshell holders on the side to shoot at the killer as he flees in the car.
Judging by the foregrip, it looks more like a Mossberg 500 - Swordfish941
Uhhh, no. A Remington 870 can have various pumps, wooden, synthetic, whatever. The ejection port, magazine tube cap, trigger guard, and safety location, and of course various other things show it is without a doubt a Remington 870. - Gunmaster45
Smith & Wesson handgun
Detective Jaye Winston (Tina Lifford) carries what appears to be some kind of Smith & Wesson handgun.
Unknown AR-15
At the end of the film, Jasper 'Buddy' Noone (Jeff Daniels) uses some kind of AR-15 type machine gun.