First, lets start with old school FPS games.
Everyone's favorite weapon in Doom has got to be the BFG9000.
In Duke Nukem you have a hard decision with which gun to choose as a favorite BOOM.
The easiest you could say is the pipe bomb, some might say the motion sensor bombtrap, but I think the microwave gun is cooler.
Now with more recent games- Serious Sam has the Serious Bomb! And that's serious!!!
I also like the blasters that are used by the covenant that are big and strong and armor plated. Green boom of doom!
If you go to more realistic things you have some choice of rocket launcher or trap that a team utilizes, but a gun that can alternatively shoot grenades is loved more than actual grenade launchers.