Big fan of the vermint rifle, the unique version somewhat helps keep using it later into the game. Just like the night scope and the sound. Oh and it's overall design, just looks good. I'd carry this one around with a large pistol and/or shotgun to finish off anything real tough.
Second fav is the lever action shotgun, I like the look and feel. Not the best one out there but it's a good enough weapon imo. Like it's compact design and feel. Reminded me of terminator as well

12.7 silenced pistol is great ! A good alternative to the ranger revolver thingy, I like how you can rack up the same damage over time but can spread it out in a few more shots so you can disarm as well as cripple a guy which you can't drop quickly with the hard hitting ranger pistol. More easy to find ammo too.
Also like This Machine, don't understand why it's called that but I like M1's so it's awesome. Seems ridiculously good though ?
The .22 smg was also a fav, just like it's top load drum ammo

It's fun for pray n spray in the fiends vault.
The All American was great too, great mix of sniping and run and gun. Good jack of all trades, master of none. Good alternative to carrying too many weapons, good travelling weapon.
Sure I'll have a bunch more favs outside of small arms in another play through, had Veronica using a ballistic fist which seemed awesome. Those are my favs for now.