I'll rank them.
1. Snake. I really like this weapon. It shoots through walls, and has decent damage output too. It's also VERY helpful for Hell.
2. Blade. Decent damage. It'll always have a special place in my heart, though. Poor King.
3. Machine Gun. This is the weapon that does everything. It lets you fly, it has decent damage, great range...
4. Bubbler. It's fun to fight with, and very helpful for some bosses.
5. Spur. I like this one too, but it's really inconvenient how it has to charge so long, and it has the worst upgrade obtained at the Labyrinth.
6. Fireball. Not really that special. Great for Balfrog, but... meh.
7. Nemesis. I really don't like this one so much. Too many incompatible boss fights. Great when Curly uses it, not so much with Quote. Wait, how did Curly get one anyways?
8. Polar Star. Useless.
9. Missile Launcher/Super Missile Launcher. Really packs a punch, but very inconvenient. And unfortunately, it has no use on half the bosses. Misery's too fast, Curly has the shield, Balrog is too fast, The Doctor is too fast... Get where I'm going here?