Metro Last Night Survival Guide video is all about the weapons and inventory in the game, it will also show you how to use them to the best of your ability.
Here is a fairly comprehensive list of weapons from Metro:
Modified Russian Rifle (AKS-74u)
Heavy Automatic Shotgun
Helsing (DLC-exclusive weapon in Ranger Mode)
Home-Made Grenade Launcher
DShK 12.7mm Machinegun