In XII Balthier is most associated w/ Guns, yet he doesn't have great magic stats. On the other hand, he's also the slowest @ using the gun, which doesn't make him a great shooter.

But it is recommended to give Penelo guns, as she's the physically weakest of the crew, has a good speed w/ guns, & is a boss mage. Plus she has this whole Annie Oakley vibe when she's using one.