In GTA San Andreas, you can increase your skill for a particular weapon by practicing, using the weapon either on a shooting range or on real targets. For each individual weapon you can achieve three skill-levels: Poor, Gangster and Hitman. On the Hitman skill level, you will be able to fire lighter weapons whilst walking, as well as being able to double-wield certain weapons (one in each hand).
Obtaining Weapons
Weapons can be obtained by 6 main means:
Picking up weapons that spawn around the map
Purchasing from Ammu-Nation or other weapon shops - You can purchase certain weapons using your money, however not all weapons are available and the cost can be quite high
For weapons that share ammo, you can save money by purchasing lots of the cheap weapon (eg the Tec-9) to gain lots of ammo for that slot, then purchasing the expensive weapon (eg the SMG)
Picking up a weapon from a killed pedestrian or police officer
Weapons spawning as rewards - Once you have reached certain parts of games, such as obtaining a certain number of Hidden Packages, some weapons will spawn at your Safehouses
Weapons being automatically given to the player by other characters, such as those required for a mission
Entering/ exiting certain vehicles, e.g golf caddy giving you a golf club
This is a list of weapons and weapon types in GTA III era games and GTA IV Era games. Not all of them are available in all games. They are grouped by the weapon slots from GTA San Andreas.