You'd likely master the Small Guns skill and pick up some Energy Weapons just to make up the requirement for certain Perks that work well with small arms rifles. While I initially decided to aim for the Laser and Plasma route, using more standard firearms to keep me alive until then, the weapon balance in Fallout 3 is such that regardless of what weapon types you choose to take up, they all perform pretty much similarly.
Big Guns are rather difficult to handle due to being weighty and synergy with Endurance (instead of Strength) makes it less appealing (to me). That it doesn't actually deal more damage on average also hurts this option.
Energy Weapons are weak until about midway, and lack options throughout. Spoiler:
A hidden, limited use weapon may be the only saving grace for it, if you get it.
Close up combat, requires high damage resistance to make up for the more hits you will be taking on, as well as not being able to hit specific body parts in VATS makes it less preferable. As it doesn't deal more damage in comparison, not being hit the head in VATS means having to fight in real time for head shots, which usually means more damage taken, since you lack the "bullet time" of VATS. Also significantly more difficult to double critical damage from sneak attacks due to mandatory closing up on targets.
Semi-spoiler/Tip:
Small Guns all the way works well. You only really need 3 weapons:
- A hunting rifle for targets at a distance, properly maintained can pretty kill all humanoids and critters in a single shot from stealth
- An assault rifle (preferably the Chinese variant) for the mid-range battles where the hunting rifle has problems with rate of fire and you have multiple opponents charging you.
- A combat shogun for the in-your-face encounters where things are getting really too close for comfort.
All of which are easy to obtain and maintain, with generally plenty of ammo abound. Unique (read more powerful) of each variants are also acceptably easy to find; though not really necessary at all.
As a bonus, you may want to keep a 10mm side arm to conserve ammo when facing lower level opposition. One skill, all situations. Nothing else to really ask for.