Good weapons can be found all over the game. The best place I've found to find weapons is New Haven. What many people do is they repeatedly farm New Haven for weapons. In order to do this you open a game in New Haven, check the contents of all 5 gun crates in town (http://borderlands.wikia.com/wiki/New_Haven:_Weapon_Crate_Locations) and then save & quit to the main menu. You can do this over and over again until you've found the weapons you need.