Any weapon in Single Player mode
     This  trick  works  for  primary  weapon  only.  First,  set your
multiplayer  weapon  preferences  up.  Then, when you have the desired
primary  weapon  chosen, go back and select single player. Choose your
mission,  but  do  not  press  the  right  and left arrows next to the
primary weapon on the weapons confirm screen. While the mission loads,
the bottom of the loading screen will say you have the default primary
weapon,  but  when the mission loads, you will have the primary weapon
you have chosen.