Can actually be quite fun.
If you want to play stealthy i would recommend using the pistol with a silencer and the assault rifle. If you're more the Rambo type take the SMG's or shotgun instead of the pistol. The assault rifle is the most accurate weapon (if you don't count the pistols chain shot ability) and will serve you well at most distances, while SMG and Shotgun work best at a short distance. The pistol is best for scoring critical hits out of cover while undetected, but to do so you should choose the pistol with the highest damage output available because later in the game a weaker pistol may not kill an enemy even after a critical headshot.
My final thoughts: There are some quirks that could be ironed out but once you get used to it Alpha Protocol can be a quite enjoyable gaming experience.