The sniper rifles are awesome... but it really sucks when someone gets too close as they don't have non-zoomed crosshairs.
The shotgun is a lot of fun, maybe I just like pumping with the nunchuk. But I seem to have some pretty good luck in close combat with it.
I haven't decided which machine gun is my favorite... they really aren't that different as far as I can tell. The mp40 is nice because of the large ammo clips. I like the STG44, even though it has a small clip size, it's good at both medium and close distances.
I've spent some time with the rifles like the karbine and the m1 garand... but I don't think they're that good... If your going to shoot from long range, you're better off with a sniper rifle. If you're going to for close range, you're better off with a machine gun or shotgun.