I've mucked about a tiny bit with test combats between Outsiders and Modern characters, and it seems to me that the Extra-planars need a bit of an overhawl. unless they start the fight in melee range, they often get shot up in a rather alarming fashion. This can usually be fixed by changing the Outsider's tactics, but I think the manufactured-weapon-using creatures could do with re-arming.
Bearded Devils with AK-47s anyone?
As I recall, it was decided that balors should be waltzing around with either vorpal chainsaws, or miniguns.
Mariliths, definitely one-handed SMGs(just think of the RPM).
Lemures, meet bomb collars(remotely detonated by smarter fiends).
Also, possibly give them a damage reduction against ballistic damage? After all, the most lethal(as I recall) effect of a firearm is the shockwave damage to your organs. Outsiders don't have organs('cept for the aasimon, but they're of the instrumental variety.).