I typically go with a DMR primary and a one-shot explosive weapon, such as a grenade launcher, railgun, or sticky detonator. Depending on the situation though, I might switch out the DMR for a shotgun or SAW for close-range. I don't like using heavy weapons like sniper rifles or rocket launchers because they don't have a lot of ammo
The main weapons that I do use is highly dependent on Halo game and mission. However, a general rule of thumb is that I do usually have a mid to long range precision weapon close at hand. Another common weapon is the Plasma Pistol which is highly effective at deleting energy shields.