For the Primaris Lieutenant, I think it depends what you want to do with him. I think the MC Bolt Rifle is the way to go most of the time, though.
I play pretty regularly against an opponent who runs a Stormhawk Interceptor. For the main gun, he uses the Las-talon, which puts out great air-to-air output and works well on a fast unit that can position to get into range. For the side weapons, he uses Heavy Bolters and Assault Cannons, which are cheap and provide some dakka.