FBI Agent Charles Barker (Patrick Swayze) carries a nickel-plated SIG-Sauer P226 9x19mm as his sidearm, and often uses it to threaten suspects and informants who aren't telling him what he wants to hear.
In the Pilot, one of the gangsters involved in the opening scene is armed with a more modern P226R (recognizable by its Picatinny accessory rail under the barrel).
FBI Agent Ellis Dove (Travis Fimmel) uses a Gen 3 Glock 19 in 9x19mm as his sidearm. Many of the other FBI agents on the show also use the Glock 19.
NOTE: Although the Glock 23 is an issue weapon for the FBI, this does not mean that characters who are FBI Agents in movies or TV shows necessarily use them. Hollywood's propmasters and armorers preferred, until recently, to use 9x19mm pistols, due to the difficulties of converting larger calibers to blank-fire.
Ellis pulls a SIG-Sauer P228 out of a cabinet in his kitchen when agent "Ray" aka "Nick" takes his Glock. He only used this weapon briefly until he reacquires his Glock from Ray.
In the Pilot, Barker and Dove go undercover to catch an arms trafficker by posing as gunrunners and selling him an FGM-148 Javelin anti-tank guided missile launcher. However, for some reason, many characters on the show constantly refer to the weapon as an "RPG" and "surface-to-air launcher", neither of which describes the Javelin very well at all. In one scene, Barker demonstrates the weapon to Ceasar (Kirk "Sticky Fingaz" Jones) by firing it through his apartment window at a Lincoln Navigator he had parked outside earlier.
A Smith & Wesson Model 10 is offered by Nick (Larry Gilliard, Jr.) to Ellis Dove when he wants him to play Russian Roulette or smoke a pipe in order to prove he's not a Fed.
Barker gives his sister's husband a snub nose Smith & Wesson Model 34 with a 2.5" barrel and adjustable sights in an envelope, which he later uses to commit suicide.
