I don't usually play combat-oriented characters, so what I'm looking for is usually something low-profile and efficient.
I like the Raecor Sting : nonmetallic, really easy to conceal, and still a decent punch against someone not prepared for it. Or I like to go the legal way : carrying a taser (the Defiance EX Shocker), with it you can easily disable someone for a few rounds, allowing you to run away (or come up with something).
When I play a sammie, I tend to choose a reliable sidearme (the Predator, for instance), along with something with a little more punch (the Smartgun X, or even an Ares Alpha when things get messy). Grenades are always the way to go, there are so many of them, nearly every situation has a grenade to solve it
