I have several favorites... most of which feature in a console game called Resistance 2.
The Bullseye: Ever seen The Fith Element? Remember that gun that if you shot the enemy then all bullets would then seek that enemy? Yep, this gun does that, even around corners.
Pistol: A gun that shoots bullets that can then explode when triggered. Can be used to gib enemies that you've already shot or turns corpses into booby traps
The Auger: Sees through walls, shoots through walls, can create force field walls, win!
The classics that i'll always remember would be the BFG, the mavity gun, the super weapon from Turok 2 (can't remember the name) and, of course, the lightning gun from Quake. Honorable mention goes to the rocket launcher from Team Fortress Classic, probably my most used weapon in all of history.