Several veteran FBI agents appear to carry the early pattern SIG-Sauer P220 Pistol (it could be either a P220 in .45 acp or a SIG P226 in .40 S&W). It is hard to tell as they are mostly holstered.
Glock 22
Agent Ramsey (Jake Weber) has a Glock holstered and it appears to be full sized, so in accordance with FBI regs, it is assumed to be a Glock 22 - .40 S&W.
Glock 23
Agent Novak (Vince Vaughn) carries a sub-compact Glock 23 and uses it to rescue Julie Hickson (Tara Subkoff).
Heckler & Koch MP5A2
The FBI HRT team is seen with MP5A2s (with Navy Trigger groups) and Surefire Lights. Some of the MP5s have C-More Sights mounted.
Colt M4A1
Some of the FBI HRT teams carry Colt M4/M4A1 carbines with Tactical lights attached. The HRT members carrying the M4s are always paired up with a member carrying an MP5A2.
CAR-15 Variant
In one shot, one HRT member carries a commercial CAR-15 variant with a tactical light attached via clamp.
Remington 700PSS Rifle
One of the FBI HRT snipers has a Remington 700PSS Sniper rifle (chambered in .308 most likely).
Jericho 941 Compact
The sheriffs all seem to carry the same holstered handgun. The grip indicates it to be some sort of compact semiauto but it is hard to determine, but it appears to be a Jericho 941 Compact.