In Fallout, I always use the Hunting Rifle/Sniper Rifle - until my energy skill is high enough, than I use the (turbo) plasma rifle. For some strange reason, I've never been able to find the Alien Blaster, so I don't know how good that weapon is.
Most of the times that I've played Fallout 2, I usually stick to Small Guns, because the best weapon in that game is - IMHO- the Gauss Rifle. The experimental weapon in the Brotherhood Of Steel Bunker is cool too, but still: I prefer the Gauss Rifle.
In Fallout Tactics the choice of which weapons to use depends largely on which opponents you're gonna face. I remember using the Hunting Rifle/Sniper Rifle and one of the cool shotguns in the game (the orange one). Yeah, I used that shotgun a lot (I had a very high sneak skill - cool, sneaking up to the enemy and than blasting them in the back with a shotgun!).
Anyway: I think I've used all of the weapons in the Fallout-universe at least once.