This mainly concerns thrown grenades but I will include if I think they are better used in the grenade launcher or not.
Frag grenadesLarge blast is great the lower end strength is not that great though. More useful for wounding early in a campaign, later they get relegated to pinning duty. Great for keeping gangers from bunching up as they are still a good threat.
The most powerful grenade but also the most limited in area of effect. It can only hit one target so make sure its a good one. If you do wound your target they are likely to go OOA with a large damage of D6. They do have a -1 to hit when thrown for being bulky though. They can also be used as makeshift demo charges like a poor mans melta bombs. Great for taking out gateways and water stills, note that if they are allocated for a grenade launcher they can't be used in this way.
Better in the grenade launcher
Decent power and a small blast that stays in place and has a chance to stay for a few turns. This makes them great for denying enemy heavies the opportunity to shoot. Move and you can't shoot - stay and take a S5 hit.
The blast marker blocks line of sight while still in play, so it can be worth firing it even if you know you are out of range just to block some incoming fire on you opponents turn.
Better where you need it... got krak in your launcher already? give them to your combat guy. No krak in the launcher? Put in on that guy!
These are a little clunky, they can only be used for demolition. For their price I don't see them as being worth it. You are better off with krak grenades. I would even sell them if one of my gang invented them. They are also the only item in this class that can't be used in the grenade launcher.
These are primarily used to block line of sight, the smoke stays in play and has a good chance of staying around for a while.
A good use for them is to have a high value gang member such as your leader or a heavy walk out into the open to get a better shot. Then after they have fired have another member who has smoke bombs drop them down in front to block line of sight and prevent retaliation.
If you are lucky enough to have bionic eyes on a ganger you can even use them to gain an under hand in combat. As smoke halves a models WS unless they have bionic eyes.
Photon flash flares
Very underused, but very effective. Models hit take an initiative test if passed they are WS + BS 1 for a turn. If they fail they are WS 1 and can only stumble half their movement in a random direction. If you use these a lot expect the other gangs to pick up photo contacts and visors. If used on you... buy photo contacts soonest!
The cheapest of the gas grenades, stays in play the same as a smoke bomb. Models hit take a toughness test or go "down" note that all they have to do is leave the cloud to get back up. They have not actually lost any wounds and no exp is awarded. They do however follow the same rules for being down, so they will go out automatically in combat.
This can be used nicely in what I call the "Choke charge". Using either a ganger with either high toughness, filter plugs or better yet a respirator you charge your target. A second ganger then throws or shoots the choke grenades into the combat. If the target goes "down" due to the gas they will automatically go OOA in your combat phase. This does not award any exp but is a great way to get rid of multi wound gangers.
Another gas grenade stays in play again. Failing the toughness test for this one makes gangers "broken" and have to flee. They are able to test to recover once they meet the same requirements as any other model that get broken. Using a variation on the choke charge you can take models out, but gain exp. The model that fails the test flees and takes a free hit from the attacking model. So this method can award exp, and even if you fail to take the ganger down and out they are still broken.
Again a gas grenade that stays in play.
The most complicated and expensive gas grenade but the most fun. Lots of different outcomes such as shooting in a random direction, being pinned for a turn or actively shooting a friendly model. The price of them is off putting but well worth it, the main downside is you can't gain exp from them so mainly you will want to shoot other ammo or weapons. But it is well worth it, with the gas cloud you are likely to hit more than one ganger and very likely to take them out of the fight for at least one turn if not more.
Better in the grenade launcher you don't want to be anywhere near the chaos they create!