Numerous Agents of the California Bureau of Investigation (CBI) carry the Glock 26 as their sidearm including Teresa Lisbon (Robin Tunney) and Grace Van Pelt (Amanda Righetti) use these, though they occasionally are seen with Glock 19's.
CBI Special Agents Wayne Rigsby (Owain Yeoman) and Kimball Cho (Tim Kang) carried the Glock 19 as their standard sidearm throughout the first half of season 1 before switching to SIG-Sauer P229's. Agents Teresa Lisbon (Robin Tunney) and Grace Van Pelt (Amanda Righetti) switch between these, and their Glock 26's during season 1.
CBI Agent Sam Bosco (Terry Kinney) carries a Beretta 92FS as his primary weapon. Deputy US Marshals including Exley (Fredric Lehne) draw their Berettas in "Red Sauce" (S1E20).
A Smith & Wesson Model 60 is the sidearm of Davis Police Department Detective Steve Preciado (Julian Acosta) in "The Thin Red Line" (S1E08). The gun is said to be chambered in .38 Special.
In "Red Brick and Ivy" (S1E10), a Smith & Wesson Model 36 is used by Patrick Jane (Simon Baker) to force a killer into confessing to the poisoning of Alex Maxwell.
Seemingly the standard Mentalist shotgun, the Remington 870 is used by Det. Dale Blakely (Mark Rolston) in "The Thin Red Line" (S1E08) and Gina (Frankie Ingrassia) in "Red Sauce" (S1E20), and then Sheriff Hardy (Michael Mosley) and Patrick Jane (Simon Baker) in "Red John's Footsteps" (S1E23), also Cho (Tim Kang) used one during the episode "Red Menace". In each case the shotgun had synthetic furniture, and Sheriff Hardy's had a weapon light in the foregrip.