My first thought is the pistol, but that's just because I'm thinking of the Halo pistol. Most pistols suck due to being underpowered.
With that in mind, my choice is the shotgun. Its range is not as versatile as a standard SMG, but that also means it evokes more strategy, demanding that the player find a way to close range.
Another element of strategy a shotgun sets up is that you can reload partway, stop, and fire, saving time if you manage to kill your enemy and wasting time if you don't.
As an aside, I like the way it goes 'kaboom'.