Short version off EA experience: Guns, Ammo, Electrified Melee Weapons, Electrical Devices, Tactical Vest, Electronic Components.
Generally, the only items worth hauling are firearms in terms of their weight/value. Weapon Shops will always want a few guns each inventory refresh. Tactical Vest are heavier ,but can also fetch a fair amount at most Weapon Shops. Melee weapons are also in demand ,but don't have a high payout unless they're electrified. Energy weapons are rarer and have some of the highest value in the game. Always take them. Ammo is basically the unofficial currency in this game for Weapon shops; take it.
Components are usually a toss up and can be worthless as loot unless you want to use them in a blue print for crafting. Electronic parts are the great because they're super light and worth quite a bit.