Okay in Duke Nukem, if you want to survive, you will need a good weapon. The types you can get are listed here.
Mighty foot - Use it to open air vents. An underestimated weapon. Very powerful, and good to kill crabs and alien soldiers with. Just don't use it on Grey's or Octabrains.
Desert Eagle - The weapon you start off with. Ammo for this weapon is plentiful, but the weapon is weak. You'll need a better weapon soon.
Shotgun - A close range badass of a weapon. My favourite choice of self defence.
Lead cannon - Powerful, but uses too much ammo in my point of view. Only use this if you are facing a boss or have plenty of shotgun ammo.
MP5 - A machne gun. Ammo is dropped by enforcers and it is a rather good weapon.
Gold Desert Eagle - Packs a punch, and at long range too!
Rocket launcher - A long range weapon. NEVER use it at close range, unless you like suicide. Use it against bosses. Although it may be tempting to use it on the normal alien losers, you'll need this on the bosses.
Freeze thrower - Freezes enemies to the point of death, but not beyond. While they are frozen, shatter them. A rather cheap way to win.........
Pipe bomb - An explosive that can be set off at any distance. Just be far enough away when it goes off.
Shrink ray - Shrinks enemies. Dwarfism cannon, as I like to call it. You can step on the enemies and kill them like that. Wont work on bosses, or Octabrains.
Health kit - Restores health in increments of either 5, 10 or 25 points of health.
Key cards - Opens doors. In real life you could do other things with it, but thats for another day.
Armour - Absorbs damage. Just like a flak jacket, like the police use.
Cells - Ammo for the freeze thrower and shrink ray.
Bullets - Used in the Desert Eagles.
Box of yellow bullets - Used in the MP5.
Shells - Used in the shotgun and lead cannon.
Rockets - Rockets. Guess what weapon these are used in? The pistol? Yeah something like that..............
Atomic health - Restores 100 points of health and also takes you health past 100 points.