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Should I go ahead and assemble all of the possible heavy weapons for my troops, even if I might not use all of them, so that I can just ignore them if they aren't part of my army list? That way I could at least have the option of using them? or is that frowned upon?

Two schools of thought...

Build the box...

...horde the bits.

Some people will assemble everything in the box sets as they open them up. The current format does change this somewhat as certain kits have enough core figures (legs, chest, head) but too many weapons.

Others only build what they plan on fielding. They horde bits till they need them and use them for conversions and the like.

A third, rarer method is to build the codex. Every possible option that an army might have, that way you can field anything at any given time...even the stuff that is generally not useful in game play. All my old 40K armies were built in that way, and in a pinch it allowed me to break them down into a half dozen or so small armies (or one heck of an army when Apoc came out).

I dont think anyone frowns on any method of building an army...but everyone will have their own method and point of view on why they do it the wah they do.

You should build your army list first, then build your army. You can always magnitize your units to add other heavy weapons options later.

ehh I Magnetize Commanders, Vehicles, and Special Weapons going in a grunt squad.

I do not take the time to magnetize grunts. (to many of them) just the special weapons..

And some of the Sargents

It's nice to have spare options on the shelf that you can swap into your list when you change things up. But a lot depends on how you are collecting. If you have a list, and are building and painting it, and that's it, you can trade/sell any of your extras.

If you are like me, you have a large collection of models (in my case a reinforced battle company) and make lists out of your collection, then you want all the extras you can manage. I have my "shelf deployment" where certain squads have certain gear that is their default setting, but on another shelf I have spare melta/plasma gunners, different heavy weapons, sergeants with assorted wargear, etc.

This approach lets me field all sorts of armies, which helps keep things from getting old and stale. I recommend it.