I was thinking about this today after Riddle/Logan had kindly built me some new weapons.
My favourite has to be the First Love, sounds awesome and looks awesome followed closely by the Judge. It's just a shame that neither of them are particuarly viable at the moment, however they're still my favourite weapons.
Least favourite has to be the laser cannon, they're boring/difficult to use... maybe it's just because I like them for leveling and associate with the mundane rather than peekaying with ze Cursed Soul.