Guided weapons? Won't work, the ECM in their armor would fry anything we have.
Space marine armor doesn't have ECM. It has a number of sensors, comms gear, targetting systems, but ECM isn't on of them, and we know that because there's a specific variant of marine armor that's explicitly listed as having ECM equipment, namely the omni-scrambler used on some patterns of phobos armor. And the omni-scrambler is explictly a comms scrambler, it won't do jack to a missile's guidance system.
Man portable weapons? Space Marines could aim dodge anything a baseline human could do.
No they cannot, given that IG missile squads nailed a chaos marine with TWO missiles in Traitor's Hand, and no double dozens of other times in other books I haven't read. Marines
can evade such weapons from time to time, we see them do so in Astartes, but they cannot do so on a consistent basis.
Tanks or other armor? A single bolter round would kill an Abrams.
HAHAHHAHA, no. We saw how effective they are against mere light armor in Astartes, bolt rounds cannot penetrate the metal gun shield on a multilaser (and perhaps the walls as well, given the marines flanked the concealed autocannon that ambushed them rather than just shooting back through the walls). They're no chance they punch through tank armor.
And before you say "but muh super future space metal armor", three words. "Imperial Armor RHA".
Aircraft? Again, a single bolter round is more than capable of taking out essentially any aircraft that gets within line of sight. And Astartes can make the shot the first time, every time.
No they cannot. They might be able to get through the thin skin of a modern aircraft, but there's no way a marine can make that shot. That's why they have to use specialized AA missiles or vehicles like the stalker to successfully engage airborne targets.
Insurgency? Every Space Marine is able to eat a humans brain and basically instantly learn everything they know. Language, codes, friends, strategies, tactics, relationships, networks, etc.
That's not how the Omophagea works. Per the wiki (because I'm not going to bother transcribing this from the codexes):
"This enables the Space Marine to gain information, in a survival or tactical sense, simply by eating an animal indigenous to an alien world and then experiencing some of what that creature did before its death."
You get the gist of what someone did when they were alive, a sense of what their daily life was like, and maybe a few clear memories at random. You do not learn every single bit of knowledge they had.
Nuclear weapons? Battle Barge sensors are able to detect and track nuclear warheads from orbit. Thus the weapons are localized and then either captured or removed as part of the opening moves, long before any good targets for them are within their range.
Again, no they can't. The Dark Angels once failed to detect a nuclear weapon that was sitting in their own hanger, I seriously doubt they can find one hiding in a sub or hardened silo.