If we're talking just normal weapons, then pistols are definitely my favorite. It's a shame that they're really hard to work with on harder difficulties. With a little modding and maxed damage traits, you get a good knockback half the time which, with the insane firing rate, almost always guarantees protection...so long as you don't move. Not a lot of damage output but it's very safe by the time you get it going. Gun Kata...lacks damage. And of course, there are a lot of pistol uniques, so that only helps out a pistol build.
If we're talking any weapon at all, my definite favorite is the Railgun, with assault shotgun as a close second. Railgun is absolutely sick in the right situations, not to mention it blows through walls with certainty (goodbye rockets) and gibs multiple weaklings in a row. The damage per cell also beats the rifle, so it's just amazing. Assault shotgun, for one, is fully moddable now, which can turn that weapon into pure bliss, and the sick reloading was always awesome.