Medium range. Long range weapons tend to have small clips, long reloading times or poor rate of fire. Assault rifles ftw, as in the FPSs I play, a bullet, at most two is what it takes from an assault rifle to kill an enemy.
Short range... there is a reason why modern-day armies don't use shotguns outside of room-to-room combat and pistols are just plain sucky both in games and in real life (in full on combat-zone situations).
Melee... Well, the saying 'full of holes like a swiss cheese' comes to mind when I'm thinking of people using melee-weapons. There is a reason why only total newbies and noobs get knifed in games. Naturally this doesn't apply to Master Chief, because he's such a pussy that he hides behind a regenerative energy shield.