Krazy 8 uses an S&W 4506 in "Pilot" (S1E01). Not long after, Walt becomes its new owner before Jesse finally disposes of it in the following episode "Cat's in the Bag…" (S1E02).
Glock 22
DEA Agent Hank Schrader (Dean Norris) shows off his issue Glock 22 during the party in the first episode "Pilot" (S1E01). He actually refers to it as a Glock 22 and praises the power of the .40-caliber round over 9x19mm (claiming to have seen the latter cartridge ricochet off a car windshield).
Revolvers
Ruger KGP-161
The Ruger Ruger KGP-161 appears to be Emilio's gun and is taken out of the yellow bag by Walter and later dissolved in the tub in "Cat's in the Bag…" (S1E02).
In "Pilot" (S1E01), the DEA tactical team that raids Jesse Pinkman's meth lab is armed mostly with short-barreled M4-type rifles. Most of the weapons appear to be Mk. 18 Mod 0s that have the front sight posts removed, full-length rail forearms, and Crane stocks and Vltor MOD stocks. Most have EOTech holographic sights and back-up iron sights, though at least one rifle has the standard carry handle/iron sight combination and no other sights.
Olympic Arms K23B
A few of the rifles used by the DEA tactical team do not appear to be the Mk. 18 Mod 0 because they have shorter 6.5" barrels rather than the 10" barrel of the Mark 18. These are most likely Olympic Arms K23Bs (or an equivalent from another manufacturer). Like the Mark 18s, they are fitted with full-length rail forearms, EOTech holographic sights and/or back-up iron sights.
Shotguns
Remington 870 Police Entry
In "Pilot" (S1E01), an agent with the DEA tactical team uses a Remington 870 police entry shotgun during a raid.