One of the best things about Jedi Knight is that its weapons are quite well balanced. For example, early on in the game you start with the Bryar Pistol, which is slow, but is amazingly accurate and allows you to shoot enemies from great distance, and therefore is quite efficient with its ammo. You soon pick up the Stormtrooper rifle, which is fast, but quite inaccurate at distance. If you don't watch your ammo you will soon be resorting to your fists and death. I used it also against some of the creatures with good effect.
Thermal Detonators are pretty dangerous unless used from heights, or with great accuracy.
They can be used to good effect when dropping from height on clusters of enemies, or clearing mines. Sequencer charges are also dangerous, I often found myself taking damage when they blew up or being shot by the enemy whilst trying to plant them. The Rail Detonator and Concussion rifle are pretty similar rocket-style weapons, they do great damage from distance and can take out many enemies with one shot, but have the risk of self injury if used in confined spaces. The best weapons are without doubt the Imperial Repeater, a favourite from the original Dark Forces , which is fast and accurate, and makes light work of any enemy. Also, The Jedi Lightsaber, which when learnt can deflect enemy fire, and also is your weapon of choice against the large Kell Dragons, and Dark Jedi.