It depends what you like or how you want to play with your team. You go either stealth or the "traditional" way. Later on, you can afford multiple weapons for each style or even mission but during the noob levels you should stick to one play style. You will always find people for both styles. You will notice that some missions are better done in stealth but others are easier and faster to do loud and hard.
Your concealment level depends on what armor you wear and what mods your weapon have installed. My advise is not to try to balance the weapons because you will ruin it for the harder diffs. You either go full dmg dealer or go with high concealment weapon - usually with low dmg. As I said, in the mid-late game you will have weapon for every occasion.
What char build you are planning to do?
