For long guns my favorite to shoot is my first AR I put together. It was kind of like a first child to me, a learning curve so to speak. Makes it that much more fun to shoot.
For handguns believe it or not but my rough rider .22 that I got brand new for $75. I'm not real sure why, it serves no purpose other than a cheap gun that goes bang and shoots the cheapest .22 ammo I can find.