For me I found the scout rifle to be the most effective. But then I was always a fan of the BR and DMR in halo. I guess I'm just a precision weapon guy. I'd love to hear other people's thoughts on the subject.
If we're just talking about the types of weapons, then autorifles. If you're talking about specific ones, then I will tell you that I will be searching for the gun Bad Juju throughout my time in destiny. It's a little side mission i created for myself