Not a fed, but I talk with the feds pretty frequently. They are usually issued weapons and have to maintain their issued weapon.
FBI-I think that new agents are still getting Glock 23s, but older agents have .38s. They can purchase their own weapons and qualify on them, within reason; I think most major manufacturers, and calibers limited to 9mm, 10mm, .40 and .45. They also get issued 870s and/or MP-5/10s (mostly with Safe-Semi-2 shot burst trigger groups).
ATF-I think pretty similar to ATF. Lots of Glocks, but I have seen all kinds of weapons.
Secret Service-All are issued the Sig P226, though I have seen one recent Agent carrying a P229 (didn't ask what caliber). I think that they are limited to issued weapons.
DEA-Issued weapons but each class gets a different kind so that Agents who are doing UC stuff won't be IDed by what weapon they are carrying. I think they are also allowed to purchase whatever they want, within reason, like the FBI.
Customs-I think Glocks, but I am not really sure.
Marshalls-I think they can carry what they want. They all seem to have been issued seriously cutdown 870s, though, which they all seem to be itching to use on some dangerous fugitive.
INS-I don't remeber these guys bothering to carry weapon; they usually let us locals handle all of the hands-on stuff. One got shot up with a nailgun around here a little while back.