I've just noticed fire buttons don't change the weapons when using joysticks. Bah. To change weapons press left shift for player one or right shift for player 2.
This is now fixed in the full version. Serves me right for testing using the keyboard....
Ps cheat mode to see all weapons, press 4 ingame. Although some of these will be tweaked or changed before release. Especially as they're too powerful on full strength!