So far the guns I've used are: the Pistol, Silenced Pistol, 2 types of Uzis and the Police Shotgun. On top of that I've used Molotovs, a Knife (one of my favourite Weapons after I've seen all the different animations for everything!), a Pool Cue, a Police Baton and a Steel Baseball/Softball Bat.
I always pick up Pistols and Uzis, so I don't care for the weapon cheat. I haven't found using the Weapons or getting them difficult at all. Everyone's experience is different I suppose.
And yes, the Ammu-Nations are locked for now. I don't know when they open, and please, nobody tell me. Post it in the Spoiler Thread if you 'need' to post it.