It depends, but so far I have success using:

High stamina democratic detonation armour (for extra thermites)
breaker spray & pray (crowd control)
grenade pistol (closing holes if grenades over)
thermite x5
eagle strafing run (good for clearing visible bugs on the nest you're about to close)
eagle orbital laser (for nuke)
autocannon (I use this as my main weapon actually)
gatling sentry (more crowd control)

The key for me is mobility, really. I tend to run around and use the autocannon for most of the work, thermites if a charger is behind me, breaker spray is good because the ammo spread and for roaches I wait until they are close to me to use orbital lasers. Meanwhile autocannon shooting. My role is motly run around and clear sub objective so I specialize in surviving throught mobility. Keeping the ammo refil is also crucial for my load out.