On TNG and Voyager. As a matter of fact, in the double episode where Lore has the Borg capture Data (Descent, TNG Season 6) the Borg engage in an assault on multiple Federation outposts and the Enterprise itself and Ryker remarked that they were fighting ruthlessly like Klingons. All Borg are outfitted with disruptors and adaptive shielding, as well as a myriad of other tech (like subspace transceivers and sensors). In order to assimilate organic life they get into close quarters and inject humanoids with their assimilation tubules/nanites. When doing this they usually just walk up on the lifeforms, allowing their adaptive shielding to protect them from incoming weapons fire as they get in close (or, if a drone gets dropped by an energy weapon, the next drone that comes will have adapted to the energy weapon that dropped it). That's not, however, their only option. T-1000s are great in close quarters combat, but that's not necessary as Borg have energy weapons as well as the ability to simply remote access the Terminators and either deactivate them or control them. Unless the battle stipulation is hand to hand only the Borg are going to win.