An M1104 shotgun like the one from Modern Warfare 2.
A captive bolt pistol (AKA the 'Air gun' for those who have seen No Country for Old Men).
Higher caliber pistols. I liked the .44s in FO3 but I want to live out my Dirty Harry obsession in New Vegas as well.
In relation to the above, I want a Desert Eagle or something similar. Heck, a .45 would do alright.
The option to silence any weapon, especially a shotgun. Seriously.
A .50 caliber sniper rifle + Bloody Mess= Amazing.
Tools like wrenches and crowbars as weapons, and maybe shovels too.
Something like a blowgun where you can knock out enemies with tranquilizer darts. Although not practical, ir would be fun for a while.
Hatchets and axes.
The ability to break enemies' arms and legs while unarmed, like for a finishing move you go in and push their elbow inwards and then snap their necks. Then do a Three Stooges kind of deal where you poke them in the eyes