In the matrix, they would've been infected by Smith, moron

Do you not remember it was dark, rainy and conquered?
EMPs also shut down everything with a huge radius if you remember. Rigging them around the edges would be suicide. Discharging one would leave a gaping weakness to enter through. EMPs being discharged right next to the APUs would then disable them all, allowing the other 200,000 thousand sentinals to kill them all.
Also, the APU's had limited space to work with. If you don't remember, the dock was the best place they had to fight the things off. Put up your fight there where it would be the most effective. And if you saw the tracers, they DID have 360 degree cover. Simply put though, the falling destroyed ones merely served as cover for the rest of the ones pouring out.
You don't want missles going off inside of a tunnel by accident, especially with you right next to it. Thus, don't reload in a place like that. There are limited amounts of missles, too. And you DID see how effective a missle was agaisnt the machines. The miss hit a sentinal, and it blew it up. No huge thing to blow up everything in a 50 foot radius. The drills had a weak spot or whatever on top, anyways. Arming APUs with the missles would also be dangerous, due to easy friendly fire and blowing yourself up if you shot a sentinal too close. If you noticed, the bullets didn't cause explosions.
Big ass cannons could only fire so fast. And just like with the bullets, the falling destroyed sentinals would still serve as cover from other explosions.
I'm not sure about the energy guns, as we have no clue how they're made. Not everything can simply be made bigger.
Lastly, the fact still remains that there were 250,000 FREAKING THINGS! That equals constant stream. None of thoses ideas could have continuously done the same. Their setup was just as good as any other.