I find uses for bullets and missiles in mecha... while in personal combats, I went for all laser. Mostly because I find carrying extra ammo is very, very heavy.
Every lancemate has a laser cannon (gas vent), and either a dual laser rifle (gas vent) or a plasma rifle (barrel extension).
My character uses a plasma cannon (gas vent) and plasma rifle (barrel extension).
Full Maximus on everyone.
Seems to be okay for most, but Hunter-Killer/Berserker are quite difficult to kill... takes a lot of hits to bring them down. Assassin Lords are hard to hit too. Those humanoid robots in Last Hope Biolab level 2 are impossible to fight (I managed to run away though).