Pick a weapon from Painkiller, any weapon. Especially the stake gun and the shotgun from that game, there is something just incredibly satisfying about impaling a guy and sending him flying until he ends up pinned against a wall, as well as with freezing and shattering a target with the shotgun (alt fire freezes).
Other than that I'd say that Ratchet and Clank has some really awesome guns, I remember I really loved the plasma coil in 2-3, the miniturret glove in 3, the black hole launcher in 3, and the liquid nitrogen gun in 3.
I'd also like to mention Lungfishopolis from psychonauts here, not a weapon per say but trampling about a city of tiny deformed lungfish people, while newscasters lambaste you in the background is incredibly cathartic like playing as psychic godzilla or king kong.