I've always really liked Algernon's Revolver most for the ornate, pocket pistol kind of vibe, pretty unique in that regard. It doesn't suit Arthur or John - looks like it'd either belong to an upper class woman or maybe a rich mobster - but if anything that makes me like it even more. And I like duelling with it because it reminds me of the scene in For A Few Dollars More where Colonel Mortimer uses the Derringer to win the duel in the tavern.
I always use John's Cattleman Revolver when playing as John because I like the idea of him still using it, but of course I love adding Micah's Revolver to my collection. I also like the Rare Rolling Block Rifle but only use it as Arthur.
I don't really use the gunslingers' weapons at all, really, but I'd say Calloway's is probably my favourite out of them.