I dunno,m I kind of see Judy as more the gun bunny (no pun intended) myself.
Nick is the finesse in the pair. Not to say Judy isn't smart, we see her intelligence repeatedly demonstrated, but when dealing with criminals, Judy is the first one to try to use force (the whole scene with Mr. Big. She's out numbered, surrounded by tougher opponents, unarmed, and what does she do? Threatens Mr. Big.) while Nick seems the sort to always try to talk his way out of things.
So I would almost see the opposite: nick is the one who runs around with a dinky looking, sno-nosed .38 service revolver.
Meanwhile, Judy is the one smuggling AA-12s, a dragunov, an M-60, a LAW, and somehow, a Boys Anti-Tank rifle she bought on milsurplus.