Wands and various other kinds of weapons figure prominently in My Immortal. Most notable is the wide use of firearms and handguns among the wizarding populace, something completely unheard of in the original canon. Knives and other weapons also make an appearance.
Wands are given a variety of names in the My Immortal universe: they are called the traditional wand, but they are also called wound, womb, and wind. This is mostly because Tara Gilesbie can't spell to save her life.
Ebony herself has a wand (big surprise: it's a black one), and uses it on the other characters throughout the fanfiction. She casts a "Crocio" curse against Snap, using her wand against him twice (Chapter 29 and 30); she does likewise to Britney later on (Chapter 42). She casts a "Pop Addelum" spell on Loopin and Mr. Norris (Chapter 43).
Wands are used by other characters in the fanfiction as well. Dumblydore uses his wand against Snap and Loopin when he finds them spying on Ebony, resulting in Snap being wounded on the hand (Chapter 11). Vampire likewise fires his wand ("womb") at the duo, and not too long after, Hargrid appears, waving his wand to get the attention of the group. Hargrid will use it in the next chapter to bring about black flames from the roses he gives Ebony. In a lovely example of deus ex machina, Vampire uses his wand to get him and Ebony into Voldemort's lair (Chapter 13). In the climactic chapter, Vampire uses his wand to shoot down Snape's car. In the same chapter, Voldemort casts an Accio spell to get Navel's wand from his hand.
In the original Harry Potter universe, wands are used by wizards and witches to channel and centralize their powers. Those of a higher skill level are able to cast magic without them, and may even perform nonverbal spells, which require a wand but not the incantation.
Wands are made up of two parts: a long, thin rod of a specific kind of wood (oak, holly, sycamore, etc.), and a core of magical substance (such as the hair of a Veela or unicorn). Because wands are semi-sentient, they generally react better to certain users, and may work improperly for others - it is said famously by the wandmaker Garrick Ollivander that "the wand chooses the wizard."
Various handguns are used by My Immortal characters, mostly for combat purposes or shooting other characters in anger.
Guns make their first appearance in Chapter 9, when Voldemort gives Ebony a gun to kill Vampire with. Ebony instead uses this gun two chapters later in order to shoot Snape and Loopin "a gazillion times." She likewise uses it against Voldemort's own henchman Snaketail in Chapter 14. The gun then seems to disappear from the story, as Ebony has to be given another one (a "blak" gun) by B'loody Mary in Chapter 31.
Other characters besides Ebony use guns. Vampire almost uses a gun against Draco when the latter is caught having sex with Snape (Chapter 40). Diabolo and Navel both pull out their own guns along with Vampire, all three intending to use them against Voldemort in the fanfiction's climactic chapter. In Chapter 38, which takes place back in 1980, James tries to shoot Lucan in the arm with a gun (thankfully, Ebony "jumped secxily in front of da bullet!11"). James's gun is special in that it is apparently disguised as a knife, as he is stated to have taken out a knife before firing upon Lucan.
Tara seems to suggest that guns can be used through magic, or alongside magic, as in Chapter 29 she claims that Snape and Vampire take out guns "using magic" and proceed to shoot at each other. It could also be that Tara just didn't know what the heck she was doing when she wrote this.
In the original canon, guns rarely made an appearance. In the first story, Dudley trades in a pet parrot for an air rifle, and Uncle Vernon attempts to use a real rifle against Hagrid, who simply bends it into a knot. During the drama with Sirius Black's arrest and subsequent escape from Azkaban, Muggle eyewitnesses and news sources reported that he was armed with a gun (in actuality, it was a wand). Wizards are, for the most part, completely oblivious to firearms and their use: Arthur Weasley has to make a report on firearms for the Aurors at the Ministry of Magic, and one wizard can only describe guns as "a kind of metal wand that Muggles use to kill each other." Certainly Voldemort, who loathed Muggles and everything related to them, would have never given someone a distinctly Muggle weapon, even if it was to kill Harry Potter.
In My Immortal, not quite as prominent as handguns are the use of knives, also known as a nife.
Obviously, as this is a fanfic full of suicidal goths, knives are mostly featured to slit wrists or draw blood, but knives are also used as weapons. After Snaketail falls in love with her (for no explainable reason), Ebony promptly stabs him in the heart (Chapter 14). Voldemort almost kills Draco and Ebony with a knife in Chapter 17, but Dumblydore chases him away. In Chapter 30, Snap gives Ebony a knife and tells her to kill Vampire or he'll "rap Draco!1" In Chapter 38, when the band XBlakXTearX begins to fight on stage, Samaro takes out a knife, supposedly to stab someone with.
Characters have other uses for knives (besides going emo). In Chapter 12, Ebony claims to have a "silver knife that Drago had given me in case anything happened to him." She had been told to use it 'valiantly' against an enemy by him, although she would rather use it to cut herself. In Chapter 33, Serious is seen "pokering" Snap and Loopin with a knife.
In the original canon, knives make a much larger appearance than handguns do. Bellatrix especially uses a silver knife in the last book, using it to torture another character and then kill another after she throws it. Sirius Black attempts to use a knife against Peter "Wormtail" Pettigrew, and the latter uses a knife to cut himself and Harry in order to raise Voldemort. Albus Dumbledore cuts himself with a knife, though not to be gothic - rather, it was to give a kind of "payment" in order to gain access into a cavern.