I just did a little checking. Sectopod front plate is 150, and gauss weapons do 50-150% for damage, so heavy gauss can't pierce it. Sniper gauss on a very shooty gal has a chance to. Sides and back are lower, but not by much. 135 and 110, respectively. But first you have to get past their shields, which are blue and take 25% damage from pierce.
If I'm understanding the pedia entry for blue shields, then lasers do 100% damage to them, and lasers do 0-200% for damage, so some of the beefier lasers can damage them even without their natural armor pierce bonus, and even more so with the higher damage and increased armor penetration of the AP clips. So AP lasers, or even adv clips seem like a good goto for sectopods. Assuming running isn't an option, of course
Also, the marsec marines do carry the marsec lasguns, it's just not a guarantee. I think I got one on my 3rd viper fighter