RimWorld is meant to tell a story, so "despite our best efforts, we all lied on the ground, bleeding and dying as we watched everything we built burn around us. While the world continued to turn, indifferent to our struggles." Is a perfectly fine way for a story to end (though I will admit it doesn't always feel great to watch a colony die).
On a general note, weapons in RimWorld tend to be suited to different roles and fighting styles, and very rarely is it just a matter of "get guns (or whatever research), win game" (I'm pretty sure some bows can out DPS a gun, depending on the quality/ range (be sure to take a look at the info window on your weapons).
That said, other than the blanket advice of looking at each story as a lesson, it might help to know what kind of external threats are wiping you out.
I'm partial to Biotech. Mostly in the sheer versatility, depth, and replay-ability it adds to the game, have you ever wanted to:
The other DLCs aren't bad, but aren't quite as impactful/ noticable compared to the banger that is Biotech. Quick rundown for the sake of fairness:
I haven't had a chance to play with the new DLC yet (modder's curse), but it's looking to be a serious contender for my favorite. Odyssey lets you build a ship that acts as a mobile colony and you can travel both the planet and it's orbit collecting upgrades for your ship and other unique items. Unique win con is an ultimate showdown with the mechanoids in space.