Video games- A handgun of some-sort is usually the way to go, and some high-caliber sniper rifle will get the job done fairly nicely.
In real life, I'm very accurate and comfortable with a Colt 1911, a Glock-19, and A Beretta 92A1
I also liked firing the civilian model of an AK-47, but I have yet to imagine what it would feel like firing the actual 7.62, I don't really care for shotguns IRL though.