I like laser and plasma rifles. laser rifle is good for taking out feral ghouls and other less stubborn targets due to low AP cost per shot, while still packing a punch. Plasma rifle packs a bigger punch and doesn't use up that much ammo, but is a waste of AP against several easy targets. Missile launcher seems to work very nice against humans, but very poorly against the mutants.
Flamer is a nice toy, but exposes you to damage and therefore I have little use for it. It works the best against several enemies at once - all the enemies in the way will get burnt.
I've also used Blackhawk, the special .44, but it uses up too much AP per shot compared to many other weapons that have about as high damage input.
Sniper rifles seem to be the worst. Lacking in ammo, damage and accuracy in VATS along with very high AP cost.
Fat boy is fun, but there isn't much ammo around