The best melee weapon in the game in terms of DAM is probably Oh Baby! (the super sledge). It hits like a truck, but it's as slow as a slug. Knock-Knock, and the fire axes, are also very good melee weapons. The shishkebab is also a pretty insanely good weapon if you pair it with Pyromaniac.
As gingy said oh baby is the best melee weapon ,its a unique super sledge which a very high damage. If you do decide to use it as your primary weapon you should get the slayer perk at level 24 to increase its speed. Once you have slayer your attack speed with it is pretty nice and will one shot many enemies in the wastes. Theres other perks you get by killing enough enemies with mele weapons (dont remember the name) which also increase your attack speed by a small bit.