I've always loved the M41-A Pulse Rifle from the movie Aliens, and it was well presented in games such as the AvP series. Very nice design, great functions, and nice sounds.
In general, in many FPS (futuristic or not), the good old shotgun is always my fav weapon. Don't know why, I hate weapons in real life, but in games I always have fun with a shotgun.

I've just started playing The Last Remnant, the Gae Bolg seems pretty awesome
Great shout, fantastic weapon. I love that movie, the action scenes are edited perfectly and it's amazing to think that they shot that film with only four Alien suits.

Gunblade anyone? Also laptop gun would be good. But the best is of course FarSight XR-20 :P

BFG from Quake III Arena.
It was extremely powerful and had a ridiculously fast shooting rate.

1)Aperture Science Handheld Portal Device AKA the Portal gun.
2) Spoiler
the gun which you use to blow off Zakhav's arm in COD 4

That's easy; SHOTGUNS! But only if the sound and impact is right. A few good examples:
-Black Thorne
-Duke Nukem 3D
-All Jagged Alliance games (I really like the sound effects in that series)
-Far Cry 2
-GTA IV

G36.

Anyone here ever played Rogue Trooper?
The Genetic Infantrymans Rifle...
Standard rifle at first, however, you can also use it as a sniper rifle complete with good zoom and stabilisation.
Upgrades include a mortar launcher, shotgun and SAM launcher.
Hacking a door?
Set down the rifle on a tripod and when the inevitable enemies come chasing you the gun will sense them and mow them down.

First thing that got to my mind is the stake gun from painkiller. That was tons of fun :)

gay bulge?
did someone weaponize a homosexual man's junk?
...dear lord

Well its a Square-Enix game, homo-eroticism comes as standard.

I didn't see any of that in Final Fantasy Tactics-- oh wait, maybe I did.

Don't think it's ever made an appearance in a video game, but the ork Shokk Attack Gun from 40k is the best gun I can think of. An ork uses it to send a grot (think goblin) into the warp (realm of chaos and daemons), which simultainously drives it insane and (hopefully) teleports it near/into the enemy's tank/entrenchment/power armor where it proceeds to wreck havok.

Bozar. a fully automatic, 15 rounds per second sniper riffle.
you gotta love it.

The most fun you can have with a gun must be with the splitter gun from Crimsonland.
The speargun from AvP is the best for pinning heads to walls.
Oh, and someone's already mentioned it, but the shark gun from Armed and Dangerous is brilliant.