I use Pulse Grenades or a Proton Axe (if you've got Old World Blues). But often, an Assault Carbine does the job just as well (at least it does for me). If I'm hauling around an Automatic Rifle (from Dead Money), that seems to cut right through robots. Feels good too.
Melee weapons seem to work out really good too... but that's probably because I have Piercing Strike when I'm hacking at that Sentry Bot with a Machete Gladius