Just in case some people did not know, you never have to buy any of the weapons in your arsenal at Ammu-nation, saving you tons of dollars.
Every weapon can be picked up in Survival modes or Gang attacks, from the micro SMG to the Mini Gun. When your rank is adequate regarding the unlock level, the weapon is a keeper.
I think the only gun that I haven't been able to pick up was the AP pistol. The rest was all found along the way, I even picked up the automatic shottie after shooting the shop owner from Ammu-nation.
EDIT: Let me emphasize that a sure shot way to keep a picked up weapon in your arsenal is to go to Ammu-nation afterwards and buy an attachment, weapon tint or extra ammo for that particular weapon.
This triggers the game to register the picked up weapon as your possession making sure it does not disappear once you go offline!.