Well, it's highly unlikely that changing your army will magically change your gaming fate when you play. Every 40K army has strengths and weaknesses, and that includes your friend's "unbeatable" Tyranids and the army/armies you field. Generally speaking, the army general that takes the greatest advantage of his army's strengths while minimizing his army's weaknesses will beat his opponent, no matter what they play. I would hazard, therefore, that the problem lies not with your army, but with your playing style and tactical approach. No matter what army you field, you need to employ a list that plays not only to your strengths as a tactician, but also the army's inherent strengths.
Depending on what you're currently playing, consider going to the appropriate forum here on LO and asking for help. Give the membership a general layout and tactical plan of your friend's nids, and the general layout and tactical plan of your army, and see what people say.
However, to answer your direct question, the 40K army that can field the most firepower per point is undeniably the Imperial Guard. If you want guns, Guns and more GUNS (not to mention some of the most points-efficient heavy armour in the game), then it's the IG you want. Just don't expect the IG to perform that well in assault, or be that mobile a force. Your games will largely be won or lost in the deployment phase.
The Tau are very "shooty", but largely out of necessity; they are utter crap in assault, the worst army in the game in assault, in fact. Even the IG will kick the crap out of us. People do still field "static" Tau armies, armies that don't invest many points in troop mechanization (akin to your average IG army), but it's one of the more difficult ways to play as the Tau troops are quite expensive when used in this fashion. You won't get nearly the body count nor weapons count of the IG, so even though your armour save is better and the weaponry employed is superior, the odds are not on your side to pull out a win. General consensus is that the Tau army is one that is best used as a largely (or even fully) mechanized, fast, mobile firepower army. One that can redeploy itself very quickly to any location on the battlefield. Such an army relies on creating a small space of local superiority and then annihilating its intended, isolated target(s) at that location. Then moving on and doing the same thing again. It is an opportunistic army, not necessarily aggressive or defensive. It preys upon poorly defended enemy units and/or enemy units that can be overwhelmed in a single turn through a single application of overwhelming force. However, if the Tau leave themselves vulnerable while attempting to pull of these actions, the army can fold frighteningly quickly.
Whatever you decide to do, army list composition ideas can be found in the army list subforums. Have a look-see there, and at comments, before asking people to build you a list from scratch.