Yeah, I don't really like going through the Sand Zone without the Machine Gun (I don't really like going through Sand Zone in the first place), but that's usually the only place it's useful because the Snake and Spur are certainly better weapons overall. The Machine Gun might look useful in Hell for beginners, but the Snake has the advantage. I believe Dunc said this before, but shooting through walls is, while time consuming, extremely safe. It can also probably do more damage per second if you can rapid fire half decently. Spur is still my choice for every serious Cave Story playthrough.