So I have just begun playing Fallout 4 image - Humor, satire, parody

Realizing I've wasted 3 Fat Man nukes to this thing only to get it killed with a couple shots of a Laser Gatling, valuable ammunition used very bad.

The one's in 3 wanted respect. The one's in 4 demanded respect.

A quick guide to Fallout 4's Sentry Bots!
- They're much (and I mean MUCH) more resistant to ballistic damage than energy damage. As Warrior250 said, laser guns in particular will eat through their health.
Alternatively, something ballistic with really good DPS and armor piercing.
- Their "overheat/cooldown" mechanic is afaik directly tied to how much they move. Thus, if a Sentry bot chases after you more, it'll have to stop more, too.
- (with the Automatron DLC) You can have your own, custom-made Sentry Bot! As a companion, specifically. Enemies will see him coming from a few nautical miles away, but that's offset by the massive DPS your sentry bot can have, in addition to carrying over 500 weight.
- There's a inactive Sentry Bot prototype you can activate from a nearby terminal (won't say where for the sake of discovery). If you activate this guy, do NOT attack him unless you're absofrikin'lutely ready (remains neutral otherwise). It has SO MUCH health it makes regular sentry bots seem flimsy. Protip: Haven't checked myself, but you *should* be able to get it on your side by hacking it with the Robotics Expert perk rank 3.