Action: For modern day games, assault rifles with a medium to long range. I can use them to pick off targets at a distance with single shots, then switch to bursts when they get closer. Fantasy, you can't go wrong with an axe.

RPG: Fantasy, I generally prefer sneaky characters (even if I do balls them up), so short swords and daggers come into play here. Occationaly crossbows and shortbows. Modern day, anything I can get my hands on, usually illegal pistols & SMGs.

Huh...well I was going to put something for adventure, when I realised that the majority of adventure games I've played are point and click adventures, and the last adventure game I played was Psychonauts, so that kinda fails in the weapons department...