Since how to build your mecha company has been previewed on the Mobile Frame Hangar, maybe we should start talking about sub-optimal combinations.
1.) Having Double Weapons at two different ranges. It is possible to do but, as you can only attack at one range at a time the unused weapons end up acting as armor without the benefit of rolling a blue die.
2.) Carrying this combination: HtH/Direct (3Rh/1Rd) and Direct/Artillery (1Rd/3Ra). It may give you at least two dice at each range but, as above, at least two ranges are going to remain unused. There may be one tiny way to make this combo work under one special situation. Otherwise, it's #1 all over again.
3.) Having a split Direct/HtH weapon along with another HtH weapon without a Movement attachment in a front line combatant. If you don't have the movement to get into HtH range you're only rolling one die at range. And that's futile.
These are the first three I've thought about. Number three was actually proven during the PAX East demo games.