Character and target almost certainly both moving!
Here's where the characters are at:
* Rigel: former Air Force pilot. Now works in the Pentagon, in whatever department handles security for high-tech research. (Probably DARPA, but he does security reviews, not research.) His origin made him a martial brick. He carries a gun because he has no ranged attack power (and no flight powers, grr). It's just for when he has no other way to attack, or -- since he uses Penetrating ammunition (penetrating frangible; thank you, Dark Champions) -- for damaging vehicles, Foci and other machines. DC tells me that to get 2d6 RKA Penetrating, the appropriate caliber is .40, or 9mm. No Skill Levels, just the WF.
I thought of having Rigel use a shoulder holster. For hard, close HTH combat, though, I'm not sure if a shoulder holster for a moderately large gun might impede his arm. So, maybe a straightforward gun belt.
* Algol: former Army grunt (two tours in Afghanistan and Iraq), then security guard for an Evil Corporation. As mentioned above, his origin gave him space-warp powers. One of his preferred tactics is to shoot a gun through a little space warp to make his attack Indirect. He has Skill Levels with Small Arms: It would just be rifles from his tours of duty, but his security guarding included more practice with handguns. He also has Penalty Skill Levels vs. Hit Locations, because he can open the space warp right next to his target's head, gut, etc. to shoot from very close range -- which makes a pistol a bit more serious a weapon against supers. His Multipower includes a slot for Penetrating RKA and another for AP, +1 Stun Multiple (Reversed Ogive ammunition); conveniently, these both work out to 2d6 base RKA and, therefore, also .40/9mm.
Since Algol carries two kinds of ammunition, I figure he wears a pretty serious tactical belt. A Google image search turned up one with lots of loops and pouches for clips, tools, holsters, or other add-ons. It's possible he can use this for his grenades, too -- I'll check the accompanying article. If not, he'll have a separate belt for grenades.
* Vega: I forgot about her before. I was going to give her a backup gun like Rigel, because she also has a military background and has no ranged attack Power. But, her backstory is that her service was as a mechanic in the motor pool: From what people say, she likely had maybe one day of pistol training. As a civilian again, she worked as a driver for the Evil Corporation; so, armed with a pistol but it really isn't her thing the way it is for Algol. Plus, she can teleport, which gives her wider mobility options than Rigel has. So, I'm thinking maybe she doesn't bother carrying a gun in her supervillain identity after all.
These characters are, incidentally, part of a group called the Constellation. Two other members do not have military backgrounds. One member, Sirius, wants to carry a gun on missions even though he's a flying energy projector with no need of one, just because. Field leader Rigel won't let him -- not until Sirius passes a gun safety and marksmanship course so he won't be a threat to himself, his teammates, or innocent bystanders.