1/ The rocket launcher from Unreal Tournament 1 (PC). Probably the most accurate, satisfying projectile weapon in an FPS, for me.
2/ The plasma rifle from Doom (PS1). The most reliable quick response weapon capable of handling almost anything upto the cyberdemon. Safe from splash damage at short range it was my weapon of choice during the later levels.
3/ Double berettas from FEAR (PC). A starting weapon capable of killing with one shot right to the endgame - spectacularly efficient with used with bullet time.
4/ The Negotiator from Ratchet & Clank, Tools of Destruction. Cheap ammo and capable of controlling swarm attacks with great stopping power.
5/ The Ripper - Dead Space (PS3) Great mainstay close quarter weapon, a safe choice to equip when entering unknown areas. Just what's need to keep those things at arms length and satisfyingly brutal.