I'll admit that I'm guilty of having voted the HX25 without having actually used it... but from what I've seen, its price and weight don't seem to justify carrying a weapon that can at best oneshot a single weak zed at the time with slow reload speed (it does sound great tho).
That said, regarding the topic as a whole, I'm assuming it depends on the situation. When comparing starting weapons for wave 1, Krovel, AR15 and Caulk 'n Burn seem to be the best.
Krovel in pretty much anyone's hands can wreck anything; good aim paired with AR15 means everything gets headshotted with plenty of ammo to spare; Caulk 'n Burn can make you virtually invulnerable when coupled with heat wave as long as you manage your ammo carefully.
The shotty isn't bad, but it suffers from low ammo, making a wave 1 support rely on bashes and lining up zeds (and that's assuming he's properly levelled). Medic pistol is cool, a weaker AR15 that can heal.
Now when we look at them as backup weapons, the medic pistol obviously bumps to the top, the AR15 falls quite a bit (especially for commando, as someone previously stated he just has better weapons that do the same thing) while the shotgun becomes a solid hard-hitter (can oneshot bloats' heads). The krovel remains relevant for the entire game in the hands of a zerker (although he's definitely better using a zweihander and/or pulverizer) while the Caulk 'n Burn becomes a decent yet underwelming lightweight crowd control weapon for anyone that isn't a heat wave firebug.