Can't really put all of the favourite reasons into a four-choice one-pick-only poll, but if I had to pick...
I'd say reloading. Especially in tight situations, I seem to have a thing for seeing the character pull off what appears to be a very complex action of mag tossing, mag inserting and (especially if he makes it out to be that he almost snaps the thing in two while doing it) pulling the pin while running/diving in the thick of it in a deceivably quick time.
It's like a sort of "Can't touch this" thing. You sure as hell ain't gonna take me down with an empty gun once I start loading... Well, statistically it seems you won't anyway. Or at least cinematically.