Well, early on it's various stun sticks and tasers. BIG tasers, if necessary. There's a
thread about stun weapons as well.
BO SMG is a nice one-handed close-up weapon. Magnums are more of a longer-range sidearm, and that's a somewhat useless niche since you want to use your big gun for long range fights.
If you want the ultimate close-range weapon, use the miniguns.
Threshers are neat against less armoured enemies.
Ghosts take a lot of damage from psychic weapons, like the ones the ghost cultists have. Otherwise, lasers, tasers, EMP perhaps.