Getting over my least favourites first, in descending order of hate:
Pistol - between the semiauto clicking and the low power it's completely useless to me.
Shotgun - I don't understand how it works. There's a lot of stuff coming out but it's not clear what causes damage and what doesn't, so all I know is it's a near-instakill at point blank perfectly lined up, but I have no other use for it except distraction and cover fire. [EDIT: So it turns out the projectile is just really slow. Same place as before, which is odd since the flak cannon is my best weapon in UT.]
Rocket - again I don't understand how it works. Every so often I'll hit nearby geometry, other times it seems to do no damage. Looks hella impressive though (though that does give a surviving target plenty of concealment)
Rifle - I almost cried when I realized how weak it was compared to insta. [EDIT: ...and then, long after posting this, I learned about the splash damage, which turns it from an underpowered sniper weapon into a perfectly decent medium-plus-range primary.]
And the runners-up to the love:
SMG - my third. Love how you can do headshots with this.

[EDIT: Rifle - my third, with plasma just below it. Adjust numbers below accordingly.]
Flamer - my fifth. (I should point out that my favourite classes in TF2 are pyro, medic and heavy...)
Grenade - my fourth [EDIT: I've lost track of numbers so in any case I'm bumping this down somewhere below flamer]. Few people ever get killed by it outside of sticking to people and total flukes, but it's great for making people run away.
Sword - I generally ignore it if it's not medieval so I've got no real comment. Love the HUGE reach though.