I know this only applies to one game, but the gravity gun is my hands down favorite.
As for FPS' overall, I'd have to say scoped assault rifles. They may not have the range or power of a sniper, but they still can take down enemies at range and a higher rate of fire means I can hit a target easier than with a sniper.
But if I can't get my hands on either of those, any sort of melee attack is my next choice. Nothing like getting up close and personal.