Depends on available tech. But assuming we're talking everything from a rusty club to giant laser of doom, I'd go with the sniper rifle of Halo 3 for my extreme range, fat man for long range (sure, its slow, but what's going to escape the radius?) and after that it depends on enemy armour. If the enemy were unarmoured I'd go with your standard automatic rifle at medium range, but if they're donning mjollinir/elite stuff or higher I'd go with the gun in Halo that fires the radioactive clips... can't remember its name, but it has better rate of fire and clip size than the rocket launcher. Closing in for short range, still your standard automatic ammo-eater on unarmoured, for the heavily armoured I'd go for high-powered shotgun since I couldn't risk explosives. If an opponent was unarmoured at the point where a standard rifle is too long-barrelled to prove effective I'd go with an uzi, lets me shoot the close enemy then turn on any others without interruption. Finally, if it came to knife-point (the point where rifles become cumbersome) I'd go Jedi with a very short lightsabre with upgrades with beam-sharpness in mind. Handy and will beat any steel weapon, though how it would fair against heat-based swords like the plasma sword is as maybe.
Thats a cumbersome and heavy selections, so I'd probably cut it down to the sniper-rifle, the fastest firing bullet eater I could find, with scope and option for single shot and burst for accurate fire, possibly a plasma rifle because that's light and can reduce shields, and finally the shortened lightsabre for emergencies, though the ideal rifle would also have a light-bayonet. I'd also carry afore-mentioned shotgun if I could find one with enough punch that wasn't too heavy to carry on top of everything else (I might ditch the sniper rifle if it looked like there wasn't going to be opportunity to use it.)
Did I put too much thought into this?
And as for vehicles... the largest space-ship I could find, and a nice large tank for ground excursions... or possibly an F-16 for air combat. (I'm still not convinced the flimsy looking and unshielded banshee could withstand an F-16 missile, and the F-16 is much MUCH faster.) Mind you, I'd pick the space fighters for air combat actually, they travel at space-worthy speeds, carry weapons capable of punching through massive dreadnought class space-craft, and are probably a lot easier to pilot than an F-16... and they probably have much better armour and shielding.
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