I am shocked you dont like CS :P .
I used to have 2 sets of weapons (playing as Marine):
1. 9mm, PulseRifle, Smartgun
2. .44, Shottie, Smartgun
First set is typical and does not need to be explained. I used 9mm for everything except Elites; Pulse Rifle in more dangerous situations. Smartgun acts there mostly as slayer when the aliens form a line - one serie from smartie can kill 3-4 of them.
Second set ...
Marine Mastery bonus to Primary Weapons is firing 30% faster. This was more than enough to kill dozens of Aliens with just few shots. Remember that Shotgun is special regarding area of damage. I had very often situations that 4-5 Hunters started to run towards me. When they were 2-3 cells away I just opened fire. With proper timing all the alien horde can be shred to pieces with just as few as 5 shots from CS. The key is to make them positioned pretty tight, so they all get damage from each shot.
I used .44 in this set to kill alone Hunters and Elites (possible to damage them when you start).
Yes, CS has VERY low penetration ability. But on the other side - it kills everything except Elites and Workers. With some luck you can kill more bugs than shells you have used to fire :P .
And Workers are no danger anyway - when they start running after you, just lead them to an empty room, run back and close door. Problem solved :) . This leaves only Elites, which can be killed via smartie, grenades, .44 (possible when skilled enough) or just ignored (there is method to leave them closed in rooms, waiting for you).