Stubber

Stubbers, or stub guns, are weapons from as early as M2, but mostly 20th century guns (our times) in the 41st millennium. Needless to say, most haven't aged very well when you consider how powerful everything else is. The only thing that they have going for them is they are cheap, they can still kill an unarmored humanoid target, and are durable as hell and depending on its mechanics and care, can be and have been in use SINCE M2. They are incredibly weak against much of the universe's people - in fact, they are the only thing that a Guardsman's paper armor will reliably stop. This should give you an indication of exactly how weak they are. But just remember - every dog has their day. Stub guns are actually capable of downing Terminators if the unlucky marine rolls a 1.

Variants

Stub Gun

Some things... don't quite get better with age, but definitely age well.

God made men, Sam Colt made them equal, and John Browning made them civilized. It's a basic pistol in two variants: the stub automatic which is like a .45 caliber handgun and the stub revolver which is, of course, a generic revolver. If you're in a gang on a hive world, it'll work pretty well because you're probably going to be shooting at other people without armor, or lightly armored local law enforcement. Very reliable, unlikely to jam, manufacture is a breeze, and ammo is plentiful. However, if you're trying to shoot an Ork, even headshots might just bounce off his skull.

Hand Cannon

Basically a semi-auto stub pistol on steroids, not unlike real-world .50 cal Desert Eagle of .454 Casull pistols in operation (It is worth to be noted that at least one model of hand cannon have it's caliber listed as being .54 cal, that equals roughly 13.06mm). Hand cannons are almost invariably heavy and cumbersome by pistol-grade weapons standards, in addition to having unforgiving recoil, requiring a degree of training and physical resilience to wield such a firearm.
However, hand cannon do reward their users with the ability to kill even armoured or resilient to damage (like the Ogryns) opponents.

Stub rifle

Generally, a simple medium-caliber bolt-action or semi-auto hunting rifle. Existing in many patterns, generally such rifle is regarded as lowly civilian-grade weapon. However, it often sees action not as just a hunting or farming tool, but as a combat weapon in hand of lowly insurgents, cultists or militia fighters.

Shotgun

Imperial shotguns, in fact, changed little over millenia - they are the same smoothbore firearms, principally designed to either fire buckshot at close ranges or slugs to engage targets up to medium ranges. These are generally simple and cheap in construction and exists in different patterns and models throughout the Imperium of Mankind - from archaic over-and-under shotguns to pump-action ones to full auto combat shotguns, employed as a signature weapons of Adeptus Arbitres to models, specifically tailored for Space Marine's biology, thus having great mass and recoil, but also vastly greater stopping power.
Also worth to be noted, that in addition to simple buckshot or slug shells, Imperial shotguns can fire specialised rounds, produced by the Adeptus Mechanicus, including the dreaded Executioner-pattern sniper slugs, having the ability to change their trajectory mid-flight and home in on their target thanks to miniature on-board cogitator.

Heavy Stubber

A Krieg Centaur with a pintle-mounted Heavy Stubber.

Well-known is the Heavy Stubber, a machine gun used as a vehicle mount in the Imperial Guard, because in 40,000+ years, humanity has still been unable to top the genius of Weaponsmith John Browning's legendary M2 (who's surprised?). Just ask the goddamned Orks.

It is basically a direct equivalent of Browning M2 .50 cal Heavy Machine Gun (Worth to be noted that some patterns of heavy stubbers actually resemble ones, except for the Vraks pattern Heavy Stubber, which looks more like an MG42). Unlike the smaller Stub guns, Heavy Stubbers actually contain enough mass to do similar damage to a Bolter round at a much higher rate, and will reliably blow people's limbs off now as easy as they did then. Unlike the others which have been phased out, these are still in the mainline army arsenals, and are often pintle-mounted on vehicles or used in Heavy Weapon Squads in the Imperial Guard. Especially so for vehicles produced from worlds that do not have the resources to produce Heavy Bolters, or those who just find it more economical to push out a hundred Heavy Stubbers with the man-hours it would take to make a single Heavy Bolter. Obviously, they are not as strong as the Heavy Bolter they replace, which is several times more powerful than a regular Bolter, but they are stilled damned powerful enough, and they DO GET SHIT DONE. Besides, if you're just trying to gun down enemy infantry, you don't strictly need a Heavy Bolter, or even a Storm Bolter, when a Heavy Stubber is just as capable of turning a human or human-equivalent into so much jelly. Then there are the different types of ammo, such as ones that break apart in the target and the pieces explode.

Disambiguation

One of the pitfalls of Games Workshop is that they really don't have an internal canon police. To wit, the difference between Stub weapons and Auto weapons is rather blurry. Some authors write as though these technologies are one-and-the-same, citing only vernacular differences for the existence of multiple terms for ignited-gas slug-throwers (or sometimes totally writing out one term or the other!). The game itself is not an exemption, as edition-to-edition, codex-to-codex, and supplement-to-official author changes cause a mess of personal opinion writing over personal opinion, and some authors sling both terms with abandon, interchanging one for the other whenever they feel one term is becoming overused.

To clarify, it is generally agreed that there are both Stubbers and Auto-weapons. Stub technology tends to be lower-tech, revolvers-to-WWII style weaponry, with an air towards larger-caliber and higher stopping-power. Auto-weapons tend to be higher-tech, Cold-War-and-on style weaponry, which emphasize accuracy and fire rate. Auto-weapons also cover any large-scale cannon, by virtue of necessitating better technology to fire large shells at a high rate, or colossal explosives at any rate. Bigger caliber and slower rates of fire denote Stub weapons, until you hit the point where infantry can no-longer wield them. Anything with explosive, tracer, frangible, or incendiary rounds are typically Auto-weapons. Muzzle-loaders like muskets or arquebuses are neither Auto nor Stub. Furthermore, autoguns are generally (but not always) described as firing caseless ammunition.

A good example to use would be pistols. A stub pistol would be either a revolver or a semi-auto magazine-fed pistol. An autopistol would be either a handheld automatic pistol or a burst-fire pistol. High-tech, Shadowrun-esque revolvers are still Stub weapons, while Kreig-made automatic slug-throwing cannons are still Auto weapons by default, and hand-crank Gatling guns could go either way. Pepperbox-style breach-loaders would be Stub weapons, and futuristic ignited-gas projectile weapons are Auto weapons. Since GW is pathologically incapable of consistency, the Cult Mechanicus Tech-Priest Dominus carries a 5-shot burst pistol called a macrostubber, even though its form factor and performance suggest that it should be called some type of auto pistol.