If you run out of all other ammunition, you can always use the pistol as a substitute weapon. However, this should be an extremely rare situation, unless you are very careless about your ammunition. If you are in deep trouble and feel that you are not going to live too long, it is recommended that you use a pistol as your main weapon. In most cases, there are two pistols in a Gears of War. One is a snub pistol and the other is a six-shooter. The later has greater speed and more ammunition but the former hits the target much harder.
If you ever need to shoot propane tanks in the dark, you can bring your pistol to bear. It will not only help you save the ammunition of your rifle and blow up the tanks, this strategy can also enhance your chances of survival.
If the opponent closes into melee range, you will have the options of using the Chain Grenade, Shotgun or the Chainsaw. If the opponent is closer than three meters, you should use the Shotgun because it is more effective in such circumstances. Even if your aim is not perfect, you have a good chance of hitting the target because a Shotgun possesses a spread fire. However, you must remember that a shotgun does not work as efficiently during Insane difficulty.
In a close-combat weapon, grenade can be used as a weapon in a pinch. If you are injured and you do not have a lot of reaction time, a grenade can be highly effective in that situation.
Lancer rifles can also be used as a crucial weapon as is it can do tremendous damage. It has a lot of ammunition and can be quite accurate as well.