One thing I learned from the loading screens is weapons that have a high DPS but low Damage aren't good for armored creatures. (When viewing your weapons, it will slowly oscillate between Dam and DPS)
The plasma rifle has like 25 DAM and it's still doing jack crap.
Veronica does great against them with a Power Fist, but not when there's 3-4 at once.
And bleep the cazadores, hate those things.