Games in general?
Sniper rifles are my forte. Especially in first person shooters, as my mind can more accurately predict where someone is going to be, and what I should be compensating for, more easily than it can when at short range. I never played first person shooters past Goldeneye/Perfect Dark on the N64 as a kid, and preferred more in-depth strategy games to twitch reflexes (hence my preference for custom maps in Starcraft and Warcraft 3, rather than melee). So it plays to my strength to have a lot of distance and calculation between me and the enemy, as I never really honed my twitch reflexes in Halo or similar games, though I find FPSs on the computer much easier to play than on a console.
Not enough games have anti tank rifles though. I loved them in New Vegas, but first person shooters in general are devoid of long range weaponry that can damage vehicles in any way.
Mid range, I prefer DMRs (Designated Marksman Rifles), which grant a decent balance of damage, accuracy, and fire rate meaning I can safely predict where the bullet is going to go while maintaining focus on my target.
Short range/melee, I've always been a knife fan, despite their lack of use in a real combat situation. Death of a thousand well placed cuts is sort of counter to my long range preference for a single kill shot, but it also leaves less room for error since it would be quicker and have a better recovery time than a longer blade, though it places you closer to the enemy which is of course more dangerous.
I can't think of any specific examples other than the Farsight from Perfect Dark. The cheesiest camping weapon ever: a sniper rifle that automatically homes in on enemies, one shots them through full shields, and can pierce walls to great distance and effect.
As far as a vehicle could be considered a weapon, I would love to own one of the Mammoth Mk. II's from Command and Conquer Tiberian Sun, when GDI toyed with the idea of walker mechs. Nigh invulnerable against anything but a large army, or air units, and could singlehandedly stomp entire bases on its own, if it ever made it there, as it was a slow, lumbering behemoth. With railguns.