I've never been able to afford one, but had one battle when my Van Saars were taking on an AI Van Saars gang & or runs a dude with a rad cannon. I nearly crapped my mesh armour
Thankfully, by the time he was in range & before he had 2 action points to fire, I started annoying & pinning him with my flashlights, so he never had 2 action points to shoot. I think I whittled down the gang until he fled.
It may be wonder about how useful the heavy weapons are, unless you can time it really well & use orders to get someone into position & fire.
I've now got an Escher with an obscenly long heavy stubber & a Crawdor with the heavy crossbow & they're fun when it works out, useless is your get caught out
No idea on Rad guns or cannons - it's usually bolters & plasma which take me out, so I'm very interested to see the opinions too.