You should begin with almost all the guns.

There is also a brick, and that, I think, is all.

I have completed story on easy and medium, on hard I have got to Notre Damne, I have
completed all challenges with a silver or better except Dam Bursters, have completed all
the arcade except the Elite League (the third one. Cant remember if that's what it's
called)

If anyone here has got furthur than that they may be in a better position to answer.

Either way, the brick is a weapon but not a gun. I don't think there are any additional
guns (meaning FIREARMS).