Depends on what you want really.
Lasers are great for that dependable damage. Just point the reticule on the target, and pull the trigger. But there are a lot of weapons that work in the same range as lasers (as well as weapons that have a greater range than lasers), so you've got to be more careful about positioning.
PPC (Inner Sphere), Gauss, and Clan Gauss are great for punching holes in armor from 800m (well 850m in the case of the PPC - but I group it in here as well). They'll deliver a lot of damage to a target. The downside is that you have to learn to lead them, and that they're susceptible to lag and NDB.
ER PPC and Light Gauss are the extreme range punch. At 925m and up, the only things that can hit you back are these weapons and missiles. Both have good damage and range, so the sacrifice of damage for range is pretty negligible (and come to think of it, I believe the ER PPC does more damage than the IS PPC).
Personally I like to use them all depending on the situation. Some days I like to take pot shots from extreme range, other days I like to have high damage alpha strikes, other times I just want to cause damage and get kills.
Also, I didn't include any of the Mekpak weapons, LRMs, or the autocannons. In my opinion the Mektek weapons are fairly substandard compared to other weapons (that fit the same purpose). LRMs leave the smoke trails that are easily traceable. And the autocannons are more of a Damage Over Time weapon that forces you to keep up a constant stream of fire. I prefer to deliver the damage quickly, so I can constantly keep on the move. Hit and fade.