Halo CE: Magnum, Plasma Rifle, Needler;
Halo 2: Beam Rifle, Energy Sword, Dual Plasma Rifles, Battle Rifle, Carbine;
Halo 3: Assault Rifle, Battle Rifle, Energy Sword, Gravity Hammer;
Halo Reach: DMR, Grenade Launcher, Rocket Launcher, Sniper Rifle, Energy Sword, Gravity Hammer, Needle Rifle;
Halo 4: Battle Rifle, Sniper Rifle, SAW, Railgun, Energy Sword, Gravity Hammer, Binary Rifle;
Halo 5: Battle Rifle (Both), Railguns, Sniper Rifles, SPNKr Rocket Launchers, Grenade Launchers, SAWs, Energy Swords, Gravity Hammers, Brute Plasma Rifles, Binary Rifles, Beam Rifles (Especially H2A's)
Love using all these weapons.
Now for my least favorites:
Halo CE: Hard to say. All weapons feel balanced and all have a situation where they're more useful than another;
Halo 2: Magnum, Single Needler. Just... plain useless;
Halo 3: Magnum, Needler. The Magnum is just bad, but the Needler has no problems. Maybe I simply dislike it;
Halo Reach: Concussion Rifle. I have a weird feeling towards this weapon. To me it's both useful and useless, but I end up avoiding it more than the other weapons;
Halo 4: Boltshot, Suppressor, Storm Rifle, Sticky Detonator. There's barely any situation which the Boltshot, Suppressor and Storm Rifle are more useful than their superior counterparts. And to me, the Boltshot feels a bit cheap with that Shotgun mechanic and I never got a kill with it. The Suppressor, pure trash, Storm Rifle is more useful, but why having any of these 2 weapons when the AR is cleary superior? Hitscan rounds, higher damage. The Sticky Detonator is almost the same situation as the Boltshot. I barely can get any kills with it unless it's on a vehicle, bu at least it's useful (to me).
Halo 5: I really like all Halo 5 weapons, so it's hard to decide which one is my favorite.