Blades of Chaos are a serious contender, they're solid enough to be used through 100% of the game (though, you will need some spells).
Though, I'm gonna have to go with the Autocannon from X-Com: UFO Defense. It's a fully automatic weapon that can fire min-grenades or incendiary rounds, and holds 20 shots. I usually have a couple schmucks with these guns right up until I finally switch to Blaster Launchers (most expensive and deadly gun in the game).
Other than that... the Assault Rifle in City of Heroes. The same gun is a machine gun, shot gun, grenade launcher, and flamethrower in one compact package.