The insectoid Covenant Drone can fly and uses a variety of weapons. Frankie in particular made mention of them using weapons like the Carbine and sniping from high areas, but advised players to attack them in the air because they're even more dangerous when on the ground.
Weapons with recoil, like the SMG and the battle rifle, are expected to be more effective than others against drones because the recoil will help track overflying units.
The Halo 2 manual refers to Drones' ability to fly as "limited", relying on anti-gravity assistance, but also says they use this ability to gain an "almost insurmountable strategic advantage."
Thanks to BOLL who extracted the image from Halo2.com.