All weapons. Yep. All weapons. I know that it's not "realistic" to have all weapons, and that it can make the game too easy or just plain break a game at certain points, but having all types of weapons is preferable to only having two. For instance - say there's a weapon I really like to use, but of which ammo is scarce. I want to hang on to that weapon in case I come across the appropriate ammo later in the game.
Then again, in most games it doesn't matter all that much - I mean, take COD for instance - the different guns in those games don't make much of a difference in the Singleplayer. Also, well designed games will give the player the appropriate ammo/weapon at the appropriate time. In Killzone 2 for instance, you can only carry one weapon type (that's not your pistol) - but any time you need a rocket launcher, one is nearby. Or in a COD level where you go up against snipers, they'll usually provide a sniper rifle for you to use if you want.