I like the Maulers, duel wielded. If you pulse them (left, right, left, right) with a small gap in between shots, you can get some very fast kills.
The Flamethrower is good, but you have to be really good at it, and mostly have the common sense to "paint" the ground in front of an enemy.
The Sword? Beautiful. I noticed that when you jump and attack, you preform a backslash, going from the top left down to the right. Also it's more silent. In H2 you had the weird clash noise after every kill, but in Halo 3 it's so ninja stealthy. You can clear out a room of three people before the third notices you're there... it's sexy.
The Needler. Fear the pink mist. It's the ultimate anti-rocket, anti-sniper, anti-idiot with a sword. I love the little pink thing.
I can't think of any more at the moment, but I'll be sure to put my two cents in again.
R41