Lochnagar can be used on guns that deal a lot of damage and have small clips. You can basically go for the Field Gun, the Heavy Flak, or the Heavy Carronade. I wouldn't really recommend it; charged rounds is a much better choice.
Heatsink used to be the go-to ammo whenever an enemy ship started spamming with flamers. Now with the the increased amount of stacks required to disable a gun (8, from 1), combined with the chemical spray's preventative abilities, Heatsink isn't all that useful anymore. Bring it if you have nothing else to put in your third slot, or if you're really worried about the other team's flamers.
Incendiary is good on guns with large clip sizes like the gatling, but it also has a special role on the lumberjack and flak. Since incendiary reduces the muzzle speed and the flak/lumberjack's arming time is based off of time, not distance, incendiary can be used to make those guns more effective at close range. Heavy clip is also popular for this purpose.