I can only really recommend guns for variety and availability of ammo, which has led me to largely stick to them, but there are a few others.
Guns in the base game
12.7mm SMG is good for close in, as is the riot shotgun; really any SMG or 12 gauge shotgun is capable of dishing out pretty obscene amount of damage in close, only that shotguns (besides the riot) are better against slow enemies (which there aren't many in New Vegas) or individual enemies.
As for longer ranges, the light machinegun can't really be bested for all-round performance; its just annoyingly rare... The heavier repeaters i.e. the brush gun are also pretty useful.
For really long range, the brush gun (so long as you have a decent-sized screen/the target is huge, the AMR (because really, when isn't a .50 cal useful (except against really small/weak targets)), the sniper rifle or the hunting rifle (once scoped; fully upgraded, I actually prefer this as the larger capacity is handy and the time between shots makes me more trigger-disciplined).
To be honest, I've found the light machinegun is pretty much effective against everything, so long as you make a point of always buying 5.56mm ammo and hoarding all you find from early on.
Non-guns in the base game
As for non-guns, I'd personally stick with energy weapons; the gauss rifle is useful against everything except in close quarters; I personally found that a Gauss rifle (preferably the YCS/186, personally > alien blaster due to long-term advantage of ammo). I keep a Laser RCW for close-up/ weak enemies, sometimes a plasma rifle if the close-up will be with harder foes.
Melee and unarmed are still largely redundant in my eyes because guns kill at a safe distance whereas going toe-to-toe with a deathclaw or cazador usually ends in heavy stimpack usage. Explosives are also a no no for me; largely a liability in doors and ammo just isn't common enough.
As for DLC
Only weapon from Dead Money I'd advise is the holorifle; fully upgraded its an awesome multi-purpose weapon, save the crap reload time.
Honest Hearts; .45 pistol is a decent choice, but I'd recommend the SMG for its capacity, damage and ROF.
Survivalist's rifle is just epic. Best all-round weapon in my books, save its capacity. I prefer it over even the LMG because the ammount of ammo needed is less and I find I am more accurate with it.
Old World Blues; Elijah's Tesla cannon is very, very useful if you have the ammo. Wasn't that enamoured by the other weapons.
In Lonesome road, the SMMG and Red Glare are definitely awesome; the SMMG is devastating, especially up close and Red Glare is the only explosives weapon I like. And I like it a lot.
Gun Runner's Stuff is all pretty awesome.
