Even after completing the main story mode in Borderlands, it has demanded my attention more than other game at my disposal. I've barely started Brutal Legend or Dragon Age: Origins, not to mention I still have Red Faction: Guerilla and Prototype both begging to be finished. The trauma of being blown up still prevents me from going back to Dead Space just yet, and similarly Bioshock is off the docket until I've had more time to recover. They're both just so immersive, intense and scary, spending more than a few minutes with either of them makes me feel like I'm about to have an anxiety attack.
Borderlands has lots of action, doesn't require a lot of thinking, but it still gives you the compulsive desire to play just a little more, get one more gun. Because of it's quest based gameplay, it's very easy to just pick it up and play for ten to thirty minutes. Even if you don't have time to complete a quest, you still will get plenty of loot to sell at the store, and experience points towards your next level.
I've now reached level 43 with my hunter, which means that I've earned enough skill points to learn every skill on a given tree, and upgrade them to the highest level, as well as add a few points to skills from another tree. Since I've gone with the Sniper path, which features a skill that decreases the cooldown time of the Bloodhawk, I've been spending points in the Rogue tree to make it do more damage and move faster. Since the game does allow you to respec your character for a price, I've spent a little time playing with both the Gunslinger and Rogue paths maxed out.
The Gunslinger sounds like it would just turn you into a John Woo style action movie star, mowing down waves of baddies with just two guns, but the reality is that hand guns just don't do that much damage, and their rate of fire is usually pretty slow. On top of that, a lot of the Gunslinger skills don't acutally kick in until you've killed an opponent. Of course after you've made that first kill, then your rate of fire and damage increase dramatically, and you regenerate health. So it is balanced, but it's not as awesomely powerful as I thought.
The Rogue path on the other hand really surprised me. Don't mess with a Rogue's Bloodhawk, because that bird will wreck your shit, and anyone else that happens to be in the vicinity. The bird can now attack six times for every time you send it out, it does crazy amounts of damage, and is extremely fast. On top of that, enemies killed by the bird will drop more ammo and health drops, guaranteed 5 additional drops per kill, also, there's a skill that just causes enemies to drop better loot. With all of that, it's kind of like throwing a berzerker hawk at a bunch of pinatas stuffed with guns and ammo.
Now that we've covered that, let's talk about gun choices. Your available weapon proficiencies are:
Aside from the obvious, Eridian weapons are alien technology that you occasionally find lying around. Instead of using ammo, they run off energy, which slowly recharges, effectively meaning they have unlimited ammo. In my game I only came across two Eridian weapons, one was a pretty lackluster sniper, and the other was a launcher. I didn't bother to use a launcher, since that's not really what my character uses. The sniper gun was pretty disappointing, you could only really fire about 3 shots before it was depleted, and the recharge rate was pretty slow.
Hand guns are unusual in that there are two weapon types that share the same proficiency: revolvers and repeaters. Revolvers typically have a slower rater of fire, but do more damage, repeaters are faster, and have larger clip/magazine sizes. I'm of the mind that whatever you choose for your primary weapons, hand guns would be a good second choice, on account of the double leveling of the proficiency. Let's face it, you are going to run out of a bullets on occasion, it would be nice to have two gun types that share the same proficiency in order to maximize efficacy of your backup weapons.
Sniper rifles should really only be used if you're the hunter, and plan to go the sniper path. Even with the path maxed out, and a level 24 proficiency, sniper rifles can be very difficult to use, and have an atrocious reload speed.
Elemental effects are very valuable. A weapon with an elemental attribute is usually worth twice it's attack rating, at least. The only time an elemental weapon is a problem is when the enemy you're fighting happens to be of that element, at which time I recommend swapping to one of your backups, which should hopefully be of a different element.
Other than that, pick weapons that are supported by your skill path, and if it doesn't have any weapon type specific skills, just go with what you like best. You can't go wrong with SMGs, Assault rifles, or shotguns.