Lascannons and multi-meltas can rip through the highest armour on infantry and take out tanks quite easily too. The plasma cannon does this pretty well also, but has a little less punch. The heavy bolter is a bit different. It has a more rapid fire rate and is better for taking out medium and light armoured infantry.
If you are considering using them for gaming at any point, I\'d say don\'t put the Heavy Bolter in the Devestator squad. This is because all members of a squad must shoot at the same target, so mixing weapon specialisations isn\'t a great idea.
Two lascannons is always handy if you\'ll play against lots of tanks as this is where they are most effective. The the same is true for multi-meltas, which get even more effective at close range.
Plasma cannon shots have a blast radius, so if you are going to face lots of high armoured infantry they can be very useful, as they will harm more than one model each time they fire.
Missile launchers team up well with plasma cannons, because they can take out high armour targets with krak missiles, or multiple lower armour targets with frag missiles.
Heavy bolters are probably best fielded with four to a squad, which I know you don\'t get in the box. This is a nasty anti-infantry unit. You could still use a heavy bolter in a normal Marine troops squad to make it extra shooty if you wanted.