I'll tell you how to easily take out an Atlas, Banshee and a Brute.
You can easily take out the banshee and brute by aiming for their heads as it deals more damage, but I'll go into more detail later.
For the Atlas, I recommend getting a weapon that deals a lot of damage (for long range, maybe a sniper) and aim for the glass where the person is sitting/operating it (this also works from behind!). You'll notice that the damage goes down a lot quicker than shooting it anywhere else.
Now Banshee's are difficult creatures to take down since she can teleport from place to place and can practically kill you on contact if she gets close! To take out this monster, I recommend equipping ammo and mods that will take out her barrier. Once her barrier is down, shoot for her head!
My strategy for killing a Brute is pretty dangerous, but it can be quick! I would use a shotgun that can deal major damage, get close and just aim for the head. They're pretty slow, but they can charge at you so be careful! You can notice when they're about to charge because of their stance, so once you see it coming, you can easily do a side roll to dodge.