Of the entire Mass Effect series, the M-99 Sabre Assault Rifle that you pick up on Horizon in ME3 was my favorite gun. All the power of a Sniper, with a better clip and faster reload time. I love single-shot weapons. I wrecked everything with that gun, even used it over the Falcon.
Fallout 3: Black Hawk Hunting Revolver.
New Vegas: The All-American.
Halo Series: The SAW. I love that gun.
Half-Life Series: Shotgun. Just...nothing beats it. The ragdoll effects in HL2 make it so satisfying to use. And the alternate fire firing two shells at once is glorious.
Borderlands: An SMG I got that did 44x2 damage. I could pretty much kill anything with that through the entire game, I got it really early. It also reloaded fast as hell.
Borderlands 2: Tediore SMG. Fire one bullet and then switch weapons. Tough enemy that you need to deal a lot of damage to kill? Need a Second Wind fast? Switch to the Tediore SMG and reload it. BOOM! 2000+ DAMAGE! FIRE ONE BULLET, RELOAD, BOOM! I used it as basically an emergency weapon. Luckily, ammo was pretty plentiful, I almost never ran out before I had more ammo. Plus, it was fun to use. Aiming it and whipping it across the map and scoring a kill on an enemy to Second Wind was very, very satisfying.
Any of the MW games: P90.
Oblivion: Umbra Sword. Lolyoumustbejoking, Clavikus, go fuck yourself, this is my sword now. I actually went in there and killed the wearer at the very start of my second playthrough by spamming her to death with a weak fire attack and blocking and sidestepping her attacks, while healing any damage I took. I killed everyone with it.
Skyrim: Well, my favorite spell was Fireball, but my favorite weapon...my Skyforge War Ax I got when I first joined the Companions. I held on to it for a very long time and kept it as a memento, it now sits above my fireplace in my house in Riften, along with my first Glass War Ax and the Iron Shield I picked up at the very start of the game when you escape through the torture chamber.
Dark Souls: Lightning Uchigatana+15. I like to yell, "I SHALL SLAY YOU WITH HONOR!" whenever I use the two-handed trigger attack.
God of War: Blade of Olympus, or Zeus's blade, or whatever that sword was called in GW2.
Gears of War series: The Bow. It fires explosive arrows that were an instant kill, no matter what. Also, swinging that thing at people with melee felt fucking awesome.
Dead Space 1: Plasma Cutter. I just really loved that gun.
Dead Space 2: Definitely the Seeker Rifle. I used the hell out of that gun. At one point, the only ammunition I carried was Seeker Rifle and Plasma Cutter. I did enjoy the pre-order Rivet gun, though. Especially when I found out what the secondary fire was. It was cool.
Assasin's Creed series: Hidden Blade, duh. I even equipped the Hidden Blade over swords or daggers for fighting with. That and my bare hands. It's fun to counter people and beat them the fuck down.