To buy a weapon you can use 2 different ways: the buy menu & the quickbuy command. The quickbuy (G) usually buys the last weapon, for which you have enough money. Sometimes this command buggs, so I recommend to buy your weapons through the buy menu (of course if you're not in an extremely critical situation). To do so, press B + <Slot number of the weapon you want to buy>.
To switch between already bought weapons, press the switch button (Q) or switch through the buy menu by pressing B + <Slot number of the weapon you want to switch to>. The switch button only switches between 2 last used weapons.
How to plant mines fast?
Buy the first Land Mines through the buy menu: B + [Slot number of the Land Mines]. Then use the quickbuy command. Follow this scheme: Press B + [Land Mines] (Plant 3 Mines) ... Press G (Plant 3 Mines) ... Press G (Plant 3 Mines) ... Press G (Plant 3 Mines) ... and so on ... If you're bad at planting fast, watch this.
New planting tactics (need min. 2 players)
There's an interesting way how you could plant mines without hurrying in the end of level 5. Basicly you have to plant whenever you got time (better if you already bought your last weapon to not worry about the $) to these spots:
These spots are very save, almost no enemies will go to these spots. There are also some other spots on the ice sheet.
Later, when the walrus comes, 1 guy goes to the top right position and the other guy goes to the bottom right position. The walrus will eat all mines you planted in previous levels. The walrus always eats the nearest player. This means you should go to the top position (that position is nearer to the walrus) with more mines, so the walrus will take the most damage and the game will continue. Then he will eat the 2nd guy in the bottom with less mines, which will finish the walrus. This tactic is recommended on deathmatch, because there's a lot of money and you don't have the time to plant all mines in the end of level 5.
What about recoil?
You can use the gun's recoil to push your player object to the right of the room quickly. To do this, fire some bullets with your gun (unless the gun has no recoil) and press the [Move to the right] key. This can be used in every situation, when the enemy is behind you.
With the shotgun's recoil you can fly over the game field and kill every enemy without doing anything special. The recoil can help in situations, where your primary gun has no recoil. The M79 has almost no recoil. So you might switch to your secondary magnum, fire some bullets, move to the right and finish the enemy. Simple as that!
If you're too lazy to jump, take a gun with a high recoil (shotgun / punt gun), place yourself so that your body movement will end at the crawling seal from the recoil and shoot. The seal will die.
Pistol Magnum
These weapons are very simple. Both of them have perfect accuracy. Come to the enemies as close as possible and make a headshot. The Magnum has a good recoil, so it is easy to push the player object to the right. Use the Magnum to get a more powerful weapon quickly. Magnum's power is so high, that, if you control this gun well, you can get the Punt Gun on auto before the level 3 bosses (only give headshots).
Land Mines
Don't plant them if you accidently bought them. Switch to your primary weapon through the buy menu by pressing B + [Slot number] and use them later. Not recommended to plant on the penguins (ruins the team economic - exception: deathmatch), better plant on level 3 bosses, level 4, 5 and the walrus.
MP5 Colt
Two cool spray guns here. Same accuracy, same recoil, very light in weight and so they are good to spray and cover your team mates. The Colt gives so much damage that it kill everything from distance without any probs. So move to the right and cover your mates. The Colt is also a good gun to finish the bears.
Grenades
Grenades are way more difficult to play, so you might have to train them a while before you can use them effectively. There is some basics you should know:
1. The more you move to the right, the closer you will throw the grenade to your body.
2. The more you move to the left, the farther you will throw the grenade from your body.
It is recommended to have a secondary weapon with which you would cover yourself in critical situations (better - Magnum). Grenades are awesome to kill the penguin bosses or many enemies at a specific area. If an enemy is too close to your body, go to the right, throw a grenade to the spot where the enemy will run through. After you threw your grenade, throw an other one to the left and concentrate on the left front again. Otherwise you will be overruned by tons of enemies..
Shotgun
This gun has the most awesome recoil and spray after the Punt Gun. It's light weight makes it easy to fly over the game field and kill everything you see. Recommended to use as a transitional gun. Example: Magnum+Shotgun+Minigun or other .. Good gun for beginners. Powerful, easy to get and can finish the game by itself (of course if you're pro enough)! :D
Dual Macs
This weapon is a fun gun. It's accuracy is as shit as shit. Nonetheless this gun does enough damage to kill enemies. Recommended to use on deathmatch, because every bullet will hit somebody, always.
M79
This gun is one of the most powerful in the game. However it has no recoil, this gun is the best splash gun in SH. It's maybe hard for beginners to understand where they have to throw the grenades to, so that's what I recommend:
To throw a grenade in a specific direction, move your Seal Hunter in that direction and shoot. Grenade 1 goes top, 2 goes middle, 3 goes bottom, 4 goes medium-top, 5 goes medium-bottom .. then reload and go back while reloading. Then repeat this scheme or vary the order. Notice that you have to throw the grenades between the enemies, because they can hit many enemies at once and give more $ due to the splash damage multiplier!
Do not killsteal too much with this gun if you're not the boosted team mate or it will ruin your team economic! This gun is also good to kill the turtles on level 4. Just throw some grenades in the black turtle shell entry to finish them. If an enemy is too close to you, do not panic and don't throw useless grenades trying to hit the enemy - this usually fails. To kill a close enemy, switch your gun to the secondary (e.g. magnum) and finish the close enemy. Then switch back to your M79 and throw some grenades on the left front to avoid a progressive enemy attack.
AWP
Good gun to finish the bears and fat seals or just enemies who run on a line, but bad if you need to kill much trash. To kill the bear bosses easily, first shoot in their feet (they get enraged slightly), then finish them with a headshot (=kill). To kill the level 5 bears, shoot in the part over their head or make a simple headshot (both kills the bear instantly). Interesting fact: When running with an AWP, the percentual probability of on-line running enemies decreases. Very strange.
Carl Gustav
Easy splash damage gun, perfect accuracy. So move to the right border and hold the fire button to cover your mates. If playing on level 5, finish the bears by throwing rockets in the part over their head (that gives a one-hit-kill), or make 2-3 headshots. Don't use this gun on turtle holds (farming). The rocket just explodes at the first enemies, the rest stays alive. Easy to kill the turtles with.
Punt Gun
This is the most powerful gun in the game, same with the recoil. Use this gun as the Carl. Move to the right border to let the huge spray finish the enemies. To finish a bear, come closer to his head or the spray will go wrong. Beware of the pause before the gun shoots. This could lead the game to a Game Over. Recommended on turtle holds.
Minigun
The best spray gun in SH. It's long accurate spray and small reload time makes the gun ubercool. Recommended to kill many bosses at once (deathmatch) or removing simple trash. Use this gun as the Carl or Punt. Move to the right border and spray! Just a good gun, nothing else to say here.
Pistol 
Magnum
Land Mines
MP5 
Colt
Grenades
Shotgun
Dual Macs
M79
AWP
Carl Gustav
Punt Gun
Minigun