FBI Special 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 19
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.
SIG-Sauer P228
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.
FGM-148 Javelin (prop)
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. The device is a prop, with the launch tube more closely resembling an M141 SMAW-D than a Javelin LTA, though the CLU is a fairly good facsimile. 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 gangster in the opening scene of the Pilot uses a Beretta 92FS Inox.
Smith & Wesson Model 34
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.