Depends on the game for me. Reasoning for my choices is explained in overly verbose spoilers, should you care to hear the 'why'.
In
Fallout Tactics, it'd be Throwing.
[spoiler:05dc525a49]The game puts a huge focus on combat and offers lots of weapons and easy ways to get them, Throwing is nice because of the huge numbers of strong grenades you find/can buy starting right from the beginning of the game. Even when you start to encounter different kinds of enemies, there are different kinds of grenades that let you keep dealing tons of damage.[/spoiler:05dc525a49]
In
Fallout 1, it'd be Small Guns.
[spoiler:05dc525a49]This game has things almost on the opposite end of the spectrum from Tactics. You can beat the game without investing points into a single combat skill (with a lot of tricks, for sure). Small Guns are the best by far, in my opinion, even just going by this list:
http://fallout.wikia.com/wiki/Fallout_weapons
- Small Guns: There are tons of different Small Guns you'll simply find for free as you go through the game, along with lots of ammo for them -- both the guns and the ammo are also pretty cheap if you do need to buy something. As for making it into the late game, you'll find guns that do more damage, and you can combine those with raising your Small Guns skill and taking Perks that help out by allowing you to make more attacks and cause more critical hits or what have you.
Big Guns: There's a really limited variety of weapons (only 3, to be exact) which each use their own ammo type, do lots of splash damage (bad if you've got party members and you're worried about friendly fire) and are pretty expensive to shoot compared to all the Small Guns you'll practically be tripping over as the game goes on.
Energy Weapons: It is possible to get the Turbo Plasma Rifle very early in the game (though kind of cheating, in my opinion), but otherwise you don't find them until so late in the game that you pretty much /need/ another combat skill to get you through the meantime (unless you're trying to avoid combat entirely). Even if you do have an energy weapon at the start of the game, you'll probably want to use other weapons to kill smaller stuff to conserve your precious ammo (fusion batteries especially are scarce and pretty expensive).
Unarmed: There are only 4 weapons to pick from, and 3 of those don't really give you much more oomph than your regular fists. I haven't played an Unarmed character before, but I'm guessing even attacks with Spiked Knuckles will get pretty useless by the time you start fighting things like Deathclaws and Super Mutants. This leaves the Power Fist, which does lots of damage, but also costs you the same ammo as shooting an energy pistol, which also does comparable damage but from a much greater range.
Throwing: Non-grenade weapons might kill stuff early-game, but as you fight harder enemies, you're going to have to switch over to grenades. The problem with that in Fallout 1 is the lack of variety. Molotov Cocktails and Frag Grenades do "Explosion" type damage, and most armour provides a large resistance to that. You're left with Pulse Grenades do no real damage to anything that isn't electronic, so that leaves you with your only real viable choice for the mid-to-late game as Plasma Grenades, which are rare and worth $300 per attack (way more expensive than firing any ammunition in the game). You'll pretty much have to have another combat skill unless you cheat and give yourself tons of Plasma Grenades.
Melee: A better variety than the unarmed weapons, but you'll still be in the same boat with low-damage weapons or spending energy weapon ammo using the Ripper or Cattle Prod. The saving grace is the Super Sledge, as valcik pointed out earlier, which does more base damage than pretty well any of the Small Guns and costs you no ammo. I still prefer Small Guns for the simple virtue of not having to get within melee range of dangerous enemies.
[/spoiler:05dc525a49]
For
Fallout 2, I'd still have to go with Small Guns.
[spoiler:05dc525a49]There's a much larger variety of weapons and better options for each skill in the sequel, but the same logic still applies from the original. Energy Weapons are still probably the best except for their relative rarity, and there are a lot more Big Guns and even some that use common ammo, but they still only fire in burst (except the rocket launcher) and so all have high potential for collateral damage (especially a pain if you want to make use of Fallout 2's improved party system). There are plenty of inexpensive but strong Small Guns with plenty of ammo laying around, and if you want to do damage on par with energy weapons, you can use the Gauss Pistol/Rifle which uses ammo that's rare enough that you probably wouldn't want to waste it on any old Cave Rat -- giving you a sort of mock-energy-weapon option without requiring any investment in another combat skill.[/spoiler:05dc525a49]
As for
Fallout 3 and
Fallout: New Vegas, I haven't played enough of either of them to really make an educated opinion Same with
Fallout: Brotherhood of Steel, but I don't feel that's even worth discussing.
tl;dr: There are lots of reasons to tag Small Guns.
