Seras has huge guns. Now, when I say that, you may think it's a euphemism for some other attribute of hers that is very . . . large. But no. She literally has two gigantic guns.
The first is the Harkonnen Cannon, custom-made by Walter. It's a 30mm bazooka that comes with depleted uranium shells (yes, they're illegal) and explosive armor-piercing incendiary rounds. It can take out a tank, let alone most vampires. It's also much taller than Walter, let alone Seras. (Walter can barely lift it, and the recoil is far too much for any human to handle.)
In the TV anime, Seras was reluctant at first to carry the Harkonnen Cannon around; it seemed large and awkward to her, and besides, it made her strength stand out against that of her human associates. Since the Valentine brothers' attack, in both the anime and the manga, she's gotten more comfortable with it.
Later, though, Seras gets an even bigger gun - something that looks like a combination of two Harkonnens (one for each hand) plus a constant feed of shells plus a set of miniature jet engines strapped to her back. The whole ensemble of defensive long-range shelling artillery is given the title Harkonnen II. The grenade launcher part is just called VLADIMIR.
The name of the Harkonnen line of weapons comes from Baron Vladimir Harkonnen, the villain in Frank Herbert's famous science fiction novel Dune. (Note: This is one major piece of evidence that Walter is a bit of a sci-fi geek.)
At one point in the manga, and in the anime episode previews, a badly drawn and fat figure appears, claiming to be the spirit of Seras' gun. This man is in fact the image of Baron Harkonnen. Alucard has a similar dream, in which a figure claims to be the spirit of the Jackal; it has the image of Bruce Willis in his role from the movie The Jackal. That spirit is then shot by this guy.
He's from The Day of the Jackal, the movie on which The Jackal was based. He's drawn realistically, unlike the other two, and calls Willis a "fake". What all of this means is anyone's guess. It might just mean that Alucard watches too many movies.
But to return to the Harkonnen Cannon: In addition to a spirit, it has its own leitmotif (theme song) in the anime: the short and oddly bubbly Saraba Ponkotsu WORLD (Goodbye Obsolete World), found on the OST RUINS, track 18. No other weapon in Hellsing gets such an honor.
For their sheer size, their sci-fi-geek roots, their explosive power, their contrast with the relatively small Seras, and their theme song, the police girl's weapons are notable indeed.