GEP Gun

This is the most iconic weapon in Deus Ex. Despite its unusual name (and appearance), it is a typical rocket launcher, well, almost. It has a terrible accuracy, which can be improved by locking in. Yes, the GEP Gun has guided missiles, hence the name: Guided Explosive Projectile Gun. In addition to regular rockets, it can fire White Phosphorus missiles. It can also be used as a “lockpick” because the doors in the game can be breakable.

Pistol

If you've never played Deus Ex, you might think I'm joking and that pistols in videogames are useless. But not here (except for the Stealth Pistol). The Pistol, which fires 10mm bullets, has enough power to kill someone even in the late game, especially if you upgrade it and put your skillpoints in Pistols. Ammo for it is pretty common, if it doesn't drop from enemies, it drops from crates. You can as well find them in stashes or just buy them from someone who sells them. I tried to beat the game using only the pistol, and when I got to the Area 51 bunker, I still had enough ammo to kill a bunch of bad guys, and I even found a few more rounds. Thanks, Warren Spector, for buffing the Pistol during development.

Fire Extinguisher

In videogames, they are just props or less powerful explosive barrels, but here they are useable items that can help you extinguish yourself or even stun enemies. There aren't many cases where you'll run out of pepper cartridges, but if that happens, you can just grab a fire extinguisher and use it instead, it's pretty amusing.

Baton

It's a non-lethal melee weapon that you can get in the first mission. It deals the most damage out of the two other options you have at the beginning (until you get a sword, and the mission later, a Dragon's Tooth sword), takes up one grid in your inventory, and has a relatively fast swing rate. Combined with multipliers for hitting enemies from behind, it's a pretty good weapon for stealth runs.

Soy Food

There's something “funny” about it. It's just a bag that looks like aluminum foil with the SOY written on it in yellow text. It restores 5 HP, and the description says that it is heatable and tastes like chicken. I don't know why I like it, it's just a silly item, but there it is.

Soda

Same thing like with Soy Food, its just a bit funny. It's an orange cylinder with the word NUKE! written on it (there are more variants in Transcended that have been restored). It restores 2 HP, and the description says it's an empty can with space for the product placement. I bet the most common variant (NUKE!) is orange-flavored.

LAM/Gas Grenade/EMP Grenade

These are weird-looking versions of SLAM that exist IRL, but with different functions depending on the grenade, that work like a throwable grenade and tripmine. They're good stuff for eliminating groups of enemies, robots, and bosses. They can also be used as ladders, like tripmines in Half-Life (except that they can be removed and reused again until they detonate).

Lockpicks/Multitools

These are great tools if you're conserving explosives, doing a non-lethal run, or simply can't find a key/code. You can carry a lot of them, and if you upgrade your Electronics and Lockpicking skills, you'll be able to use them more effectively. They are scattered throughout the levels, so if you explore the area thoroughly, you should have enough of them.

Honorable Mentions

Flamethrower

It sets enemies on fire, causing them to run and scream, but it takes up a lot of space in your inventory, and napalm canisters are sparse.

Prod

It stun enemies but consume ammunition (which is quite common anyway) and require a second hit to knock out the enemy. Unless you are not yet used to the Baton, I recommend holding it and using the Baton instead, until you encounter the People in Black and MJ12 Commandos.

Dragon Tooth sword

It deals a lot of damage but takes up 4 grids in a row in your inventory. Even though it deals 100 damage, it can't break some doors because the Dragon Tooth deals 20 damage 5 times. Unless you're doing a lethal run, I wouldn't recommend using it

Pepper Spray

It stuns enemies, but uses up ammo quickly, it takes up one grid in the inventory, and ammo is somewhat common. The reason it's not my favorite item is that the stun effect isn't instant, which makes it less useful than a flamethrower (unless you're playing a mod like Transcended), so you end up wasting your cartridges