I haven't played Max much, but I have enjoyed it. I find you have to approach the game differently, depending on the situation.
Weapon choice for me is usually to double up for the situation:
AI x2 Scattercannon
AV x2 Falcon or x2 Raven (guided but not as powerful)
AA x2 Burster
I tend to go for the Falcon setup as these also take out infantry with the splash damage.
Doubling up on these weapons means you might have to purchase additional for left or right