I've never played Battletech, but as far as Mechwarrior goes:
Close: Pulse Lasers
Medium: Pulse Lasers
Long: Close the distance, then Pulse Lasers.
Also, in the FAQ:
Q. Will I be able to fully customize my Mechs' load out, decals, paint job, and equipment?
A. You will be able to customize your load out, decals, paint job and equipment. But when it comes to armor, weapons and accessories please refer to the previous question and answer.
Is it just me, or is this the only question in the entire FAQ that even mentions armor/equipment? The actual previous Q/A is about combined arms and vehicles.