Give

To use the "Give" command, you must have sv_cheats set to 1.
"Give" gives you an entity (or, rather, spawns that entity beneath your feet.)
"Give" commands are used in this way: give [entity name here.]
To spawn a Weapon: give [weapon name here.]

The Weapon names for Counter-Strike Source are:
Rifles

weapon_m4a1 (M4A1)
weapon_p90 (P90 or C90(Thats copyright)
weapon_ak47 (AK47 or Cv47)
weapon_aug (Bullpup)
weapon_g3sg1 (G3SG1)
weapon_m249 (M249)
weapon_m3 (M3 Shotgun)
weapon_mac10 (Mac10)
weapon_mp5navy (MP5)
weapon_sg552 (SG552)
weapon_scout (Scout Sniper)
weapon_sg550 (SG550)
weapon_ump45 (UMP)
weapon_tmp (TMP)
weapon_xm1014 (Auto Shotgun)
weapon_awp (Heavy Snipe)
weapon_galil (IDF Defender)
weapon_famas (Famas)

Pistols

weapon_deagle (Desert Eagle)
weapon_usp (USP)
weapon_glock (Glock)
weapon_p228 (P228)
weapon_elite (Dual Elites)
weapon_fiveseven (FiveSeven)

Example: In Counter-Strike Source, this equips you with a shotgun: give weapon_m3

Example: In Half-Life 2, this equips you with a shotgun: give weapon_shotgun