Most Sci-Fi has weapons, usually lots of them. Have you noticed they always seem to be energy weapons. The main reason is that they are relatively easy to do as special effects and they look different to our standard weapons - don't be fooled. We humans are very good at building weapons and modern projectile weapons are very formidable indeed. We are always pleased to see in Stargate that we fight the baddies using the good old P90 rather than just going for alien weapons.
What's an energy weapon? Essentially a gun that gives out energy in a concentrated beam. Energy can be in many forms, such as light, sound, heat etc and therefore an energy weapon could use any of these. A laser fires a concentrated beam of light and is very useful as the light can be reflected and that reflected light can contain lots of interesting information, e.g. lasers in DVD players etc. If you increase the power of the laser then it gets hotter and hotter until you can burn through sheets of steel. At the moment the technology does not exist to create a laser capable of burning through steel that would also fit in your hand, maybe one day it will.
Sound is an interesting one. When an explosive is fired, it's the blast wave that does all the damage. The blast wave is essentially a very powerful sound wave, again just the same as the laser the current level of technology is insufficient to to create hand-held weapon and is also different to control in terms of hitting a precise but small target.
What's the ultimate weapon? It's an easy one, the disintegration weapon. It was explained quite well in an episode of Dr Who, where Daleks were planning to destroy the universe (as usual). In order to understand how the weapon could work you need to understand some physics. If you look at a wall, or a person for that matter, on the atomic level most of what you are looking at is empty space,as virtually all the mass of an atom sits in the nucleus and those atoms jiggle about generates the solid effects. The protons in the necleus are all positively charged and yet they stick together, like charges repell so why don't they just fly apart? The reason is that they are held together by an even strong force which is very short range (that's why very large atoms are unstable and break up into smaller atoms giving off radiation). That pwerful force is called the strong nuclear force. What the Daleks proposed was to turn it off. If that was possible the protons would fly away from each other and there would be no solid matter anymore. This technology does not exist and we are still a very long way away from a basic understanding of what the strong nuclear force is, so I wouldn't be too worried at the moment.