So you got lucky and rolled up a one in a million weapon at the trading post or even better invented one. But which to choose?
These are my thoughts on which of the guns in each class I think are the best as OIAM.
First thing to consider is you are paying double the price for the benefit of never having to make ammo rolls. That's all they do except inflate your gang rating. So the gun you choose should be worth it.
Pistols
For me its either the hand flamer at 40 credits or the stubgun at 20. The hand flamer normally has to test for ammo every time its fired so being OIAM really helps it out. With the stubgun remember that its only the base cost of the weapon that is doubled, you then can buy ammo types as normal. So a OIAM stubgun with dum dum rounds costs 25. That is the same as a bolt pistol but with a -1 to hit long range that never needs to ammo check. If you have a ganger with good BS its much better than any other pistol for its price.
Basic
Easy choice for this one is the shotgun, 40 credits is super cheap for what it does. Add of Bolt rounds and hot shot rounds brings it up to 60. It is everything you need it to be. Ganger in heavy cover? Shatter shot. High wound count/toughness? Hot shot. Need more range? Boltshot.
Its 10 credits cheaper than the OIAM Boltgun with far more versatility.
Special
Ok now these choices start to get a little pricey.
For me it would either be the flamer for the same reasons as the handflamer, or the grenade launcher for the same reasons as the shotgun. It comes down to what you want for your gang or whether or not you have found any of the rarer grenades. Or if your gang already owns one of these weapons the other might be a better choice.
Heavy
The beard in me says Lascannon and then sell it for 300 credits (only if you invented it though)
But that's just not cool. For me it depends on what type of gang you have. If its shooty then the heavy bolter is the best choice. Its balance of stopping power multiple shots and being at the cheaper end of the price range for heavy weapons makes it a great choice.
If you have a combat gang I would go with the heavy flamer. Same reasons as the other flamers really, but its mobility for a heavy weapon means you gang won't be leaving it behind.