Stubber
Stubbers, or stub guns, are weapons from as early as M1, but mostly 20th century guns (our times) in the 41st millennium. Needless to say, most haven't aged very well when you consider how powerful everything else is. The only thing that they have going for them is they are cheap, they can still kill an unarmored humanoid target, and are durable as hell and depending on its mechanics and care, can be and have been in use SINCE M2. They are incredibly weak against much of the universe's people - in fact, they are the only thing that a Guardsman's paper armor will reliably stop. This should give you an indication of exactly how weak they are. But just remember - every dog has their day. Stub guns are actually capable of downing Terminators if the unlucky marine rolls a 1.
Variants
Stub Pistol
God made men, Sam Colt made them equal, and John Browning made them civilized. It's a basic pistol in two variants: the stub automatic which is like a 9mm handgun and the stub revolver which is, of course, a generic revolver. If you're in a gang on a hive world, it'll work pretty well because you're probably going to be shooting at other people without armor, or unarmored Arbites local law enforcement. Very reliable, unlikely to jam, manufacture is a breeze, and ammo is plentiful. However, if you're trying to shoot an Ork, even headshots might just bounce off his skull.
Stub Gun
Though not technically defined, these are basically Stub-type guns that are bigger than pistol-size and smaller than Heavy Stubbers. This category likely includes our semi/automatic rifles, submachine guns, and the like. Still basically mid 20th century firearms - think M-14s/16s, H&K G36, Uzis, Tec-9s and Mac-10s (as ghetto now as they were in our time), Stens, and the ever ubiquous AK-47/AKM and its derivatives... many of which are probably still working as good as new. It should be noted that this has been used as another name for the Autogun, and even if they aren't technically the same thing, both are very similar to each other. It should be noted that art of the Unification of Terra shows the Emperor's "Geno" regiments using what appears to be AK-47's, and Rogue Trader's stub pistol is the Colt M1911A1. That should tell you something about how skilled the Geno are and prove that stubbers are still dangerous in the right hands. That and I'm betting Emps suffered the giggle-shits when he realized the AK-47 still lived and worked (we can't be surprised about that, I mean you throw rocks, mud and other shit at it and it still works too).
Heavy Stubber
Well-known is the Heavy Stubber, a machine gun used as a vehicle mount in the Imperial Guard, because in 40,000+ years, humanity has still been unable to top the genius of Weaponsmith John Browning's legendary M2 (who's surprised?). Just ask the goddamned Orks.
It is basically a Browning M2 .50 cal Heavy Machine Gun. Hell, a few are probably still working since the ancient days. Unlike the smaller Stub guns, Heavy Stubbers actually contain enough mass to do similar damage to a Bolter round at a much higher rate, and will reliably blow people's limbs off now as easy as they did then. Unlike the others which have been phased out, these are still in the mainline army arsenals, and are often pintle-mounted on vehicles or used in Heavy Weapon Squads in the Imperial Guard. Especially so for vehicles produced from worlds that do not have the resources to produce Heavy Bolters, or those who just find it more economical to push out a hundred Heavy Stubbers for what it would take to make one Heavy Bolter in the same time. Obviously, they are not as strong as the Heavy Bolter they replace, which is several times more powerful than a regular Bolter, but they are stilled damned powerful enough, and they DO GET SHIT DONE. Besides, if you're just trying to gun down some enemy infantry, you really don't need a heavy bolter, or even a storm bolter, when you can use a heavy stubber which is just as capable of turning what it shoots into so much jelly. Then there are the different types of ammo, such as ones that break apart in the target and the pieces explode.
Disambiguation
One of the pitfalls of Games Workshop is that they really don't have an internal canon police. To wit, the difference between Stub weapons and Auto weapons is rather blurry. Some authors write as though these technologies are one-and-the-same, citing only vernacular differences for the existence of multiple terms for ignited-gas slug-throwers (or sometimes totally writing out one term or the other!). The game itself is not an exemption, as edition-to-edition, codex-to-codex, and supplement-to-official author changes cause a mess of personal opinion writing over personal opinion, and some authors sling both terms with abandon, interchanging one for the other whenever they feel one term is becoming overused.
To clarify, it is generally agreed that there are both Stubbers and Auto-weapons. Stub technology tends to be lower-tech, revolvers-to-WWII style weaponry, with an air towards larger-caliber and higher stopping-power. Auto-weapons tend to be higher-tech, Cold-War-and-on style weaponry, which emphasize accuracy and fire rate. Auto-weapons also cover any large-scale cannon, by virtue of necessitating better technology to fire large shells at a high rate, or colossal explosives at any rate. Bigger caliber and slower rates of fire denote Stub weapons, until you hit the point where infantry can no-longer wield them. Anything with explosive, tracer, frangible, or incendiary rounds are typically Auto-weapons. Muzzle-loaders like muskets or arquebuses are neither Auto nor Stub. Furthermore, autoguns are generally described as firing caseless ammunition.
A good example to use would be pistols. A stub pistol would be either a revolver or a semi-auto magazine-fed pistol. An autopistol would be either a handheld automatic pistol or a burst-fire pistol. High-tech, Shadowrun-esque revolvers are still Stub weapons, while Kreig-made automatic slug-throwing cannons are still Auto weapons by default, and hand-crank Gatling guns could go either way. Pepperbox-style breach-loaders would be Stub weapons, and futuristic ignited-gas projectile weapons are Auto weapons.