In TLS 1 I like a pump action shotgun just because I can't die with it and before I get it I use the Ump 45. In TLS 2 I do best M4A1 but it's still hard to beat. In TLS:UC my main weapon is a sledgehammer :P, but then later in the game with zombies in riot gear I had to use guns and I chose the AK47.
I have to say out of all the TLS games UC won me over with its Fallout-like RPG elements while still retaining the fun zombie shooter elements that we all know and love. In UC my main melee weapon was the Battle axe which you unlock after getting 50% of the achievements and later in the game i started using the katana that you can buy from the pawn shop. for my ranged weapons i used the AK for its fast, brutal stopping power and the SAW that you get from the pawn shop.