finding .308 or .45 ammo is tricky, but weapons that use them tend to hit harder. Energy cells and shotguns are also quite decent and have a bit more common ammo, and the laser musket you get from an early quest is a capable weapon if you ration your ammo.
All that said, pretty much any weapon can be modded to be good, but having a 4 int and gun nut is pretty much a requirement in this game. with very little effort, even your starting 10mm gun can become very capable.
Also, as Haggar said, diffuculty level can affect how hard the game feels, it may be a good idea to knock it down a level, especially if you started on the higher levels.
Play on Hard, veryhard and survival are require highly optimized builds/weapons to excel in rather than just doing whatever.