Either run them all as combi meltas or half melta half combi plasma.
Never equip them with weapons that remove their bolters, that's where their special ammo can be used, and their special ammo can deal with EVERYTHING but TEQ and tanks.
For a melee weapon, you can give them a power fist/sword, but if pedro is with them you could ignore it. The power fist is a good all around bet, the power sword is also a good option, but if you have the points go with a fist.
Remember NEVER remove their bolters, combi weapons or leave the standard bolters. I regularly run my sternguard in a pod with 10 combi-meltas, and they fear nothing on the table.
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