The Halo CE pistol. Ridiculously high powered, and it fits in your pocket! The only thing more entertaining than that gun was the tank and the rocket launcher. And following it would be the shotgun.
The lancer from GoW is awesome. There's a chainsaw on my gun? Saves me the trouble of carrying a second item! Also, not the game itself, but I love the shotgun at it's proper range. Boom, delicious meaty Locust chunks for breakfast, lunch and dinner.
The RCP80 from Goldeneye. Ah, dual wielding those meant for countless hours of fun.
The Shock spell from Fable II. Not only does it leave enemies running around jerkidly as they're electrocuted and suffer DoT, it also flashes their skeletons ala Looney Toons, and leaves a skeletal corpse.
Oh, the lava/liquid nitrogen gun from Ratchet and Clank. Actually, every gun from that series. Those games were brilliant. While some guns were utility, you still had guns that were essentially super soakers filled with lava. Or that created black holes. Or shot nukes. Or turned your enemies into chickens. Or sucked them up to be fired at other enemies. Or the R.Y.N.O., The Rip You A New One. Best name for a gun, ever. Hell, i don't remember most of the guns from that game because their awesomeness is mushed together.
And there's a bazillion weapons I've got in my head that would entertain everybody.