1

Shell Macro-batteries are the most common due to their cheapness as all but the most primitive of worlds are capable of filling a shell with explosives and a lump of dense metal. More advanced models have can have exotic (such as nuclear or plasma warheads) payloads for their explosives (possibly even Vortex shells to annihilate the point of impact), adamantium tipped AP shells, melta shots to burrow through armor, rail launch systems for shots to fly at significant fractions of light speed and/or rudimentary guidance systems.

2

Laser Macro-Batteries are the most reliable and have a great deal of endurance since the consumable is the power cables and focusing lenses both of which can be repaired or recalibrated to some degree as the "munitions" come from the reactor. More advanced models will have better focusing to cause more damage, higher rates of fire or both.

3

Plasma Batteries are the rarest and have the most power at their base line. A supply of parts might be difficult to come by, not even an Inquisitor can requisition something a particular planet simply does not have.

4

Missile Batteries are somewhat uncommon, while the missiles typically have slightly worse damage per hit than shells they make up for it by being more accurate. Though some models take longer to reload and supply might be more of an issue.