Personally, I'd go with either the PPC to cERPPC upgrade on the SDH or a LL to cERLL on the PXH. The combined range and damage increases should turn them into seriously dangerous snipers. Too bad you can't swap the PPC for a cLPL (not a direct equivalent), or shoe-horn a cLPL in place of the LL. The other options all seem like incremental changes, not real game-changers.
Normally, I'd take the upgrade for the PXH over the SDH (I'm a PXH fan), but in your case, since the PXH is being used to assist the DRG as an in-fighter, the ER weapon's extra 2 points of damage aren't worth the added heat. The cERPPC will also give the SDH a weapon without a minimum range, meaning that it can better defend itself against anything fast that manages to close with it.
Swapping the LL for a cERML and several SHS's on the PXH seems interesting, but the "D" variant is already decently heat-sunk, meaning that you can already fire the LL and a ML together a couple of turns in a row without a problem. The Clan weapon does 1 less damage than the LL it replaces, so the only gain by being able to fire all three weapons is +3 for the second ML, but -1 with the lighter main gun, for a net increase of 2 points at shorter ranges and -1 at long. An improvement, but not that big a deal overall.
Given my "usual" choice of 'Mech, the upgrade would be a no-brainer. I'd swap the ML on my LCT-1V for a cERML with a demented smirk and a twinkle in my evil eye. Woe to the Urbie pilot who thought they were safe with their AC/10. Long range for both them and me, but they need 12-to-hit even if they stand still and there's no intervening terrain, versus my return fire at 10+.
