Ok, tried this once before, but it never took. So, I'll do it more carefully this time, so that all of you can understand it better (hopefully).
Try to remember;
Pistol - 32x19 pixels (Thats the BIGGEST they should be. Its the size of the Blue Pistole.)
Rifles - 58x19 pixels (Thats the BIGGEST they should be. Thats the size of the Photon.)
Support - 58x22 pixels (That's the size of the Chaingun.)
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Coloring/Shading (Will add different things, as time goes by)
Step 1;

Ok, What were doing here (after you have a basic outline for a gun), is getting the colors you want the gun to have. I chose 1 basic color (a light grey), 3 darker shades of the basic color, and 4 lighter shades of the basic color. The shades have to show when your not zoomed in, so try not to choose colors close together.
(Example: This is the basic color I chose,
Now what you want to do, to pick the next color is something like,
YOU DO NOT WANT TO DO THIS;

You can barely tell that there is any difference at all in the colors. That's not the "Zone" way of shading.
Step 2;

Ok, now that you have your basic color, and its shades, your ready to start coloring. So just fill the gun outline, with the basic color you want the gun to have. I chose a light grey, but you can choose any color you want.
Step 3;

Alright. The gun outline is now filled in with your basic color, so now its up to you, to choose how the light will be hitting the weapon. I chose for the light to hit from directly above the weapon. So go along with your first dark shade, and make a line under things that you want to "pop" out. (meaning there overlapping something)
Step 4;

Now, you have one dark shade, so lets match that up with the first lighter shade. Just go along the weapon, and color the parts of the weapon that are "poping" out (Overlapping something).
Step 5;

Alright, now you have your light and dark shades on the weapon. Now pick the 2nd darker shade, and start to fill in spots that should be darker than the first dark shade. (Make sure to only use the 2nd shade ontop of the first one).
Step 6;

Now do what you did the last step, but apply it to the 2nd lighter shade. I would only leave about 1-2 pixels of the first light shade, the rest I would fill with the 2nd light shade. Remember now that your using a brighter color, that means its going to look like whatever you shade with that color is sticking out more, so try not to go "crazy" with it. (Try to keep it in the first light shade)
Step 7;

Alright, now take your final, darkest color, and apply it to where the light is hitting least. (Keep it inside the 2nd dark shade).