Deviating for the moment from how sexy Wes seemed to be when he was armed, I've always wondered why, of all the characters in the Buffyverse, on either show, he was the only one to quite often, if not always, carry a gun. Fred sometimes carried a tranquilizer dart gun, but that really doesn't compare with a .45 automatic or a 12 gauge shotgun.
I'm pretty sure Riley had a big handgun at one point. He pointed it at Angel after the latter was done kicking his ass.
Plus he used a grenade on a nest of vamps, which seemed reasonable effective.
My guess is training. Xander had some military training but it faded over time. Riley was military trained, but understood that gunfights in a small town like Sunnydale might bring the (stupid) local cops running.
In LA...I'm less sure. Wes was always a good shot (right from S1) it was pretty much his only physical natural talent. Maybe he just had an affinity with ranged weapons and decided to train himself.
I've no idea why the rest of the fang gang (or at least Fred and Cordy, who didn't have muscle to fall back on) didn't train more with ranged weapons. 😕
Yeah, I had forgotten about Riley (I find that very easy to do) but, still, other than when he was actually in uniform, with the exception of that single grenade, he was never shown carrying a weapon. Wes seemed to work on the philosophy that it's better to have it and not need it, than to need it and not have it.