Well, most weapons will be stopped with some exceptions. i.e. The chemspray since it breaks down the chemical bonds holding the chitin together. I think at that point, only the more heavy rounds will be able to make it through the strong exoskeleton.
That or a knife placed in between the plates of chitin to attack him directly, but you would have to get uncomfortably close to do that.
Also, last time I checked, kevlar stops fists, knives, and bullets fairly well so I would assume that punches to slim would be nothing in comparison to a bullet.