Choosing weapons has almost infinite permutations. Learn as little or as much as you want about the kind of weapons available to help your ship building.
Lasers are Thermal weapons. This means they have unlimited ammunition, but will overheat your weapons system more rapidly than Kinetic weapons.
They do increased damage to shields, and normal damage to hulls.
Cannons and multi-cannons are Kinetic weapons. They use ammunition but build up heat slower than Thermal weapons do.
They deal reduced damage to shields, and increased damage to hulls.
There are many other weapon types: Thermal Kinetic (such as Plasma Accelerators, or PAs) which produce a lot of heat and require ammunition, but are extremely effective against both shields and hulls; and Explosive (such as Missiles) which are very poor against shields but deal high damage to hulls, with an added AoE effect.