(2021 film version.)
Modern armies have four main types of weapons, and have so for centuries and centuries:, Melee weapons (knives, clubs and bayonets today), ranged weapons (guns), artillery (mortars, howitzers, and cannon), and cavalry (armored vehicles).
So, does Dune have all those?
Melee weapons
The Sardaukar are seen carrying and wielding swords that are much like a hydrid between the dao and the katana. They appear to be well-balanced, and very sharp (cutting through plasteel armor even with shield-speed).
Small ranged weapons
One of the Sardaukar who attacked Duncan in the Great Hall in Arrakeen used a dart launcher on the forearm of his suit to fire at Duncan. The launchers can be clear seen in this photo. They appear to have a magazine with about twenty shots. Their range is never fully shown but the Sardaukar fired his at about twenty feet. Given that the darts hovered while penetrating the shield, the range could be suspensor-affected.
The Fremen and Atreides are shown to have dart-firing pistols, apparently spring-loaded.
Because of shields, normal guns are pretty much obsolete, but it stands to reason that the Sardaukar might have access to some. Lasguns arguably also fit into this role.
Artillery
While cannons and rockets were used by infantry from the ground, they are never seen in such a role in the movie (the book records extensive use of them to seal the Atreides into caves).
However, lasguns fit into this role. They can destroy large unarmed vehicles, cut through metal doors, etc. They also have the additional advantage of being handheld (though bulky), allowing for very fast deployment.
Cavalry/ground armor
No armored vehicles are ever seen anywhere in the film. However, since the transport role is filled by air support and suspensor-dropping, and the firepower role is filled by shields and lasguns, and also because of the worms, they would not be of much use on Arrakis. Presumably there are armored vehicles available to the Imperials for other tasks.
Grenades?
Grenades are never seen in use, which may seem strange due to the fact that they might be rolled into shields. However, it should be remembered that in the film the shields are, as most, an inch away from the skin. This means that the grenade would have to be right next to its target, and thus be relatively easy to kick away.
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