In RDR2, dual wielding sawn-offs loaded with slugs is super fun, but not sustainable because the game gives you room for like 50 slugs and then you have to buy more since enemies don't drop them. It's even worse in Online because you carry even less slugs.
In RDR1, the Explosive Rifle was always fun. The sheer impact and feel of the weapon was amazing, and nothing beats turning whatever you shot into red mist that leaves a red stain on the ground. It was also balanced in the multiplayer, having only 5 bullets and having to earn it from a hideout every time.
In both games, you'll always find me with an Evans Repeater. Something about the sound it makes in RDR1, the extra 4 shots in RDR2, and the effectiveness of bullet rain in either game speaks volumes to me.