The most satisfying weapon? Depends on the genre. In a first-person shooter, the closer a weapon comes to that minigun they've busted out on MythBusters a few times to cut trees in half and blow up propane tanks, the better. More Dakka is not optional, it is mandatory. Failing machine guns, something on the order of a German 88-millimeter panzerfaust is acceptable, provided that it's completely implausibly designed to blow up in ways that are more Hollywood than reality or fire at a rate comparable to at least a semi-automatic.
In an RPG, however, I've a tendency to play it like a stealth game, and to that end either a nice interface for shooting arrows from the shadows (as in Oblivion, especially when Marksman hits 50 and, as my wife put it, "why the fuck does an elf get a sniper scope?") or, as in Morrowind, with strutting right up to someone (thanks to 100 Sneak and 80% Chameleon) and disemboweling him with a Daedric Katana (I whacked the Black Dart Gang in Tribunal without letting any of them even get off a shot).