I'm not too sure about the Sulik-running-away problem, but I've had a similiar problem with him shooting at people only when point-blank, which is caused by setting Sulik on "charge" in combat settings. You might have his combat settings on Coward or some such thing. Also, if you're fighting some thing like the Enclave and you and your party are like, level 4, then chances are he's going to run away (and you should too).
As for what guns to to give him, I let him keep his sledge hammer, which he's had on him all the way to End-game. I would also recommend:
Weapon (Ammo Type)
.223 Pistol (.223 FMJ) - This gun kicks ass. I know lots of people love the .44 with the speed loader, the .223 is my absolute favourite gun in the entire game. I usually give one of these babys to every member of my party, and usually keep 2-3 of them loaded in my inventory. High damage, decent range, good penetration (will hurt Enclave, aliens, mutants) and you will never have a problem finding ammo, even in the most desolate reaches of the wasteland.
.44 Magnum (.44 Ammo) - Decent weapon, but not my favorite. I tend to give this to Lenny, cause he doesn't have as many action points to work with.
Desert Eagle (.44 Ammo) - This gun is fantastic against very lightly armored or unarmored foes, such as rats, molerats... mutated pigrats... rats that talk... rats that are trying to take over the world... rats that clean for Doctor... heh.
10mm SMG (10mm) - It shoots bullets, and doesnt cost much. Hey, some times it even does damage. If you're hurtin' that bad, you can use this.
HK G11E (4.7mm Caseless) - The short bursts on the HK means Sulik doesnt waste tons of ammo hitting nothing, it's the only Burst mode weapon I ever give him, but you won't get it for a while... the ammo is less than plentiful, though certainly not rare. Personally I think the HK G11 series are total garbage, and I save ALL my 4.7mm for the Vindicator, but do what ever pleases you. That's what Fallout's about.
There are several ways to annihilate the Wright Family
Super Stim Way (Works for killing just about everything in the game, you can also use Poison if you take it from the Doctors room in the NCR)
If you're a Made Man, you should be able to waltz into Mr. Wrights room no problem. Bring super stim pacs, but remember they do 9 damage each (I think), so what ever his hit points are (you should have Awareness perk, absolutely indispensable) divided by 9 = how many super stim pacs you need. Then rest for ten minutes, and voila, he's deadmeat.
The "I don't remember where I put the Dynamite" way.
This involves explosives, so if you're iffy about getting blown up, don't do this. Set a stick of C4 or Dynamite to 1-2 minutes, Use STEAL on Mr. Wright, and place the Dynamite or C4 in his inventory. Wait for ten minutes... Ka-blamo! He's deadmeat.
The Kid Way:
Now, I have the UK version, so kids aren't actually in my game. Except the yellow pajama guys, which I didn't know about, and now I have Childkiller perk *Shakes fist*, BUT, I know how to do it, because I also own a US version, but it might be a little sketchy... it's been awhile since I played it.
You need pistols! Either buy some or steal some or kill some thing to find some, but I'm pretty sure you need a 10mm pistol for this to work. It may work with the desert eagle, but I've always done it with the 10mm pistol just 'cause desert eagles are cool and I tend to collect them, but they suck so I never use 'em. You may need to initiate this dialogue by asking what their playing, inwhich case they'll respond about aliens and tinmen or some thing (they're actually reinacting some thing they saw in the desert, I think the Salvatore deal) and they ask for a gun.
Hope this helps! Enjoy.