There's too much to name, but thankfully most of them are already statted in GURPS.
Auto Pistol (.40), Auto Pistol (9mm), PDW (4.6mm), Assault Rifle, Sniper Rifle, SAW, and LAW are all available in the Basic Set. So are these next few weapons, but I have modified a few I think:
Laser Pistol 3d (2) burn, range 450 / 1,350, Acc 6, Weight 3.5, RoF 3, Shots 20 (5), ST 6
Laser Rifle 4d (2) burn, range 700 / 2100, Acc 12, Weight 10, RoF 3, Shots 40 (5), ST 7
Heavy Laser Rifle 6d (2) burn, range 900 / 3000, Acc 14, Weight 18, RoF 1, Shots 40 (5), ST 11
NEW WEAPON: Sweep Laser
A bi-pod mounted anti-personnel weapon, like a heavy machinegun.
Sweep Laser: 6d (2) burn, range 1200 / 4000, Acc 16, Weight 30, RoF 10, Shots 100 (5), ST 16(b)
All lasers have a recoil of 1.
Frag Grenade: 8d cr ex [3d]. Four second fuse. $40
Smoke Grenade: -10 to vision within cloud, HT+2 to avoid choking effects (-1 each round). $40
Flash Grenade: HT-5 or be stunned. Two second fuse. $40
Psi-Amp: Wielder can use any latent psi-powers he has been trained in.
Armour Piercing Ammo: Add (2) armour modifier to bullet weapon, but degrade piercing ability by one step.
Alien capital weapons can be modified with sufficient research and workshop work with human equipment. Alien personnel weapons require modification to be wielded by human hands; use without modification is at -2 on top of any other modifiers.