Pistol - Weathered 10mm Pistol
Rifle - The Gobi was better before it was reduced in the last patch. I modded it back up and love it.
SMG - 12.7 mm Submachinegun
Shotgun - I don't use them but Cass loves the Riot Shotgun.
Energy Pistol - I had a great time with the Recharger Pistol - loved that it didn't use up ammo.
Energy Rifle - Never shot an EW that I didn't like. I'll say the Q-35 Modulator or the Tri-Beam.
Energy heavy weapon - Incinerator is great; great to arc the trajectory and fire at the Deathclaws.
Explosives:
Projectile: Thump Thump and the Missile Launcher
Thrown: Pulse Grenade, Look out ED-E. Fire in the hole!
Placed: C4
Melee:
Bladed: The Broad Machete is the one I've used most...have to try the others yet.
Blunt: I haven't used these yet.
Thrown: I've only used the spears and they were fun early on.
Unarmed - Love and Hate. I just made my first-ever build for an unarmed character. She's Unarmed/Melee/Explosives and she's using Love and Hate and she's handling everything Boone doesn't get first.
I'm very surprised since I've never done this build before and it's a lot of fun.