My favorite small gun: http://www.fallout3nexus.com/downloads/file.php?id=13993 - but then, I'm biased
My favorite energy weapon: A3-21's Plasma Rifle.
For sidearms, I like a modded Colonel Autumn's Laser Pistol (I restored it to full auto, tweaked the values a bit, and renamed it) or a Scoped .44 Magnum. On rare occasions I'll snag a 10mm SMG for a sidearm, but not for a main weapon.
For a scoped weapon (other than the Scoped .44 Magnum) it's either the DKS-501 or a mod-added Wattz Laser Rifle.
And of course what repertoire would be complete without a close-combat weapon? For that, I rely on the Combat Shotgun, Terrible Shotgun, Metal Blaster, or some melee weapon.