The most commonly used weapon is a not a real gun at all, but a device called a "Tesla Gun" purportedly built by Nicola Tesla in the late 19th century. It fires a lightning bolt that stuns an attacker but does not kill him, also creating a short term memory loss of the incident in the victim.
SIG-Sauer P226
U.S. Secret Service Agents Pete Lattimer (Eddie McClintock) and Myka Bering (Joanne Kelly) carry SIG-Sauer P226's as their sidearms after the pilot episode. Other U.S. Secret Service Agents are seen carrying the SIG-Sauer P226, including Agent Sam Martino (Gabriel Hogan) in hallucinations and flashbacks as Myka's deceased former partner.
This is the most seen firearm on the show. And inaccurate, the Secret Service issues P229 DAK models chambered in .357 SIG to all their personnel.
SIG-Sauer P228
First seen being used by several unnamed Secret Service Agents, after Myka loses her PPK/S, she calls for a weapon and is handed one by a fellow agent. Due to continuity errors, Pete and Myka's sidearms switch between these, and the newer (And more accurate) P229's.
SIG-Sauer P229
First seen as Pete loads it while getting ready for work, changes to, and back from a P228 throughout the pilot episode.
Walther PPK/S
U.S. Secret Service Agent Myka Bering (Joanne Kelly) carries a stainless PPK/S during the museum event in the pilot episode. During the episode Regrets; Warden Corinne Huggins (Maria Ricossa), while being under the effects of the artifact pulls a blued PPK/S and shoots an inmate helping Pete and Myka break down her office door. Myka picks it up, and moments later aims it at Pete when she too becomes affected.
Glock 17
A Glock 17 (A non-gun aka flashpaper gun) is wielded by Sheriff MacKenna (Cornell Womack) when he threatens to blow up the church in Season 1, Episode 3: Magnetism.
Heckler & Koch UMP
A guard outside the Japanese embassy in Implosion can be seen holding a H&K UMP.
M4A1
A Secret Service Uniformed Division officer can be seen entering the Japanese embassy while carrying an M4.