This hint is verified for single player only. During a campaign, you will have the opportunity to upgrade your equipment for your leaders and officers. Usually one or two of the items are of better than average quality, but you will have to look through each person's list (including your force's list) of stuff available.

If you see nothing you like, reload your game (hopefully, you saved first before hitting the shop). Side note: be sure to make a second save as well, since adjusting your leader's skill points will prompt the Xbox to auto-save on the last slot you saved your file -- this way you have a back-up file to go back on.

When you reload the game, the items in the shop randomises its items available again, and you may find a damn good weapon to buy and equip if you happen to be lucky.