TL;DR : This a very versatile skill with AOE (shell, grenade/rocket), 4HP/Turn incendiary damage, 4D6 AOE Stun damage, Focused shoot that ignore armor under SP11, Heavy AOE damage, some concealable capabilities. It requires money because of weapons diversity, It doesn't have long range capabilities, but it allows you to skip Shoulder arms skills.
edit: So comment are all about expensive ammo and big boom. Main purpose of this post, is to emphasize that Heavy Weapons is more than expensive ammo for big AOE BOOM. When you use 90% of the time an exotic AR with specific AP for 6.25eb/shoot. It's a 33% discount on one of the most reliable ammo in the game. And it's also a discount on PP, because you can skip Shoulder arms (under the caveat you don't want to snipe).
edit 2 : adding some drawbacks from u/cyber-viper.
AOE - shotgun shell : Stun 4D6
AOE - shotgun shell : Incendiary 3D6 then if on fire 4HP/Turn Medium range
Focused target - AR that Ignore armor under SP11
Focused target - AR that fire only AP, low cost, ammunitions (without AF or SF capabilities). Long range : nothing IIRC
Popup Grenade launcher
Popup Dragon Flamethrower
Empty rocket launcher with a conceal check.
x2 skill
Versatile because the high number of cool weapons, type of damage , areas of effect ... but it also means a lot of money to spend.
Almost all the special weapon are exotic standard or poor weapons.
No long distance weapon (least probable combat range in the game, still... it happens)
Most of them are NOT concealable.
As soon as you bring a BIG BOOM, you are doomed to be targeted first, fortunatly it's versatile enough. You can bring so much more than just big boom.
With heavy weapon, you can skip shoulder arms if you don't intend to snipe. Aimed shot are also harder because the AR is exotic standard quality. You can TechUp for Excellent quality, but no smartlink. (it's only a +1 ... but each +1 count in cyberpunk)
I would suggest to start with the Sternmeyer M-02 Heavy Rifle, that 1000eb + 500eb for 80 AP (unique) ammos.
Later you can buy a standard rocket launcher.
Then go for a popup flamethrower and a popup grenade launcher.
VERY later, the railgun is just OP.
It's a x2 skill indeed, but as you can skip shoulder arms.... it's worth it. Like a lot.
If someone come at close range : flamethrower than go Brawling.
At the end of the day : Heavy weapons (x2) + Brawling + Evasion. And you have so much tactical tools at your disposal for a "low" cost in term of skills
I would go 4 arms borg here for action economy.
There are many other cool Heavy weapons, but this is my list of the more interesting imho:
Sternmeyer M-02 Heavy Rifle - 1,000eb : AR but with HW skill, no AF or SF. use specific AP ammo (but cheaper 500eb for 80) with a 80 magazine (no reload ever).
Militech Aegis - 1000eb : A Poor Quality Exotic Shotgun, 4D6 damage stun shell on battery
Flamethrower - 500eb : Shotgun - Incendiary shell. 4HP/turn
Kendachi Dragon Flamethrower - 1000eb : one-handed (pop-up weapon possible) shotgun - Incendiary shell. 4HP/turn
Popup Grenade Launcher - 500eb : One grenade only, but concealable without a check.
Rhinemetall EMG-86 Railgun - 5000eb : AR that ignore armor under SP11. Body 11 / 2 turns for reload
Militech "Cowboy" U-56 Grenade Launcher - 5000eb: RoF 2 grenade launcher. Body 11 / 2 turns for reload
Situational
Towa Pocket Launcher - 500eb : A Poor Quality Exotic Rocket Launcher. While unloaded it can be concealed.
Radline Blitzkrieg Arc-Thrower Cyberarm : same effect as Aegis, but more charge, it's a cyberarm... without a hand (possible to TechUp a hand, it's TSR approved). I would use it as a 3rd cyberarm on a borg.