Red Orchestra: Bolt-action rifle. Always a good, handy weapon, if I can't get a semi-automatic rifle, LMG or tank. I'm not as good as some, but it works pretty well at any range.
Call of Duty 2: MP44. I usually pick it up whenever it's available, habit left over from the first game where it was fairly rare and fairly pwn (this was before I started playing Red Orchestra on a regular basis). Also, I tend to drop whatever standard rifle I'm carrying for a G43 if I see one.
Half-Life 2: Pistol, and if that fails, crowbar. Four well-placed pistol shots to the crab will kill a zombie, and it's got a pretty high RoF. Crowbar for obvious reasons. It's actually possible to melee zombies to death without being hit back, the crowbar has a slightly longer range than their claws.
Left 4 Dead: Pistol, obviously

I generally go for the shotgun and autoshotty, though I take a hunting rifle from time to time too - I'd take it more often if I was any good with it
Halo: Assault Rifle (1), Battle Rifle (2), dunno (3)