Guns
Pros: Spare parts are plentiful; powerful; "cool designs"

Cons: Moderate accuracy; some of the better ones (Light Machine Gun, Anti-Materiel Rifle (French weapon), etc.) are few and far between.
Energy Weapons
Pros: accurate; "cool designs"

Cons: pricey; spare parts are rare; few mods for most of the weapons; ammo is pricey (though you can always convert your Energy Cells to Microfusion Cells) ; seem to have to rely on critical hits for high damage
These are my thoughts on the two types; feel free to post your own! And please try to keep it civil, I'm not a fan of online wars.

Cheers,
Grizzly