This is the main part of my problem. I like the super shotgun, the chain gun, and the plasma rifle, in that order. You might have noticed the issue already - I like the ammosinks. I spend so much time out of ammo (for everything I'm competent with), looking for a lone weakling I can use my single chainsaw charge on.
The rocket launcher is useless except for very specific lock-on weaknesses. I suspected it the entire game, but the Icon proved it to me. I used to like the basic shotgun quite a lot, but endgame enemies shrug off everything but a perfectly aimed grenade to a destructible spot. The sniper rifle is good, but I'm not. I can only use it in conjunction with the slow time rune. The ballista is neat, but the plasma rifle outclassed it handily 90% of the time, and that was before I got the blast mastery that gives you buffed shots.
I'll watch some of those videos you linked, but I strongly suspect I'm not missing much, I just need to get good.