Honestly I'm having trouble picking any single one. Bolters, chainaxes, power swords, I love them all! Although in the end I might end up going for the trusty Power Sword, effective against most targets
For me you can never go wrong with a chain weapon and a bolter preferably a combi-melta bolter but so long as it fires bolts and has decent range I'm happy
I've got a very strong craving for a proper Reaper Auto-cannon, and I wouldn't mind a terminator suit to go with it.
In one hand I want a lighting claw with a flamer attached to it. (Like Huron Blackheart) And in the other hand, a power scythe will do. And some capes too. (not for killing, for fashion)
Chainaxe and plasma/bolt pistol combo. Though judging from my lack of melee 'skillz' in W40K Space Marine's multiplayer, I might end up with a more range-oriented setup.
Give me a book of Logar in one hand to preach to the true believers and to condemn the worshippers of the False Emperor. In the other hand I would weld a crozius to crush my enemies with.