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).
Glock 23
FBI Agent Ellis Dove (Travis Fimmel) uses a Gen 2 Glock 23 in .40 S&W as his sidearm. Many of the other FBI agents on the show also use the Glock 23.
FGM-148 Javelin
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.
Smith & Wesson Model 10
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 PCP-laced joint in order to prove he's not a Fed.
Beretta 92FS Inox
A gangster in the opening scene of the Pilot uses a Beretta 92FS Inox.