My main weapon is a Gunslayer, with a Sniper rifle and a missile launcher as my subs.
I really like the fact that I can completely change my approach to a fight by swapping weapons and modes on the fly. With a Gunblade I can shoot mobs from afar and then just melee them if they get too close, good times.
PS > BTW how exactly do you set the PSE for a chain? I've been unable to do it with the attacks I currently have. Unless... you actually need another player or NPC with you to use it. <_<;