Yeah, the randomized loot system seems a little borked in that you can get superior items from random loot drops than you do from bosses and quest rewards, making the uniques, well, not so useful in the long run.
I have a shotgun that's a BEAST for sniping with, and a couple of decent revolvers and a good combat rifle, SMG, Launcher, and sniper. I also like pistols to be honest. Legendary level items are usually well worth the new-haven farming runs wasted to get them, though. And of course the secret weapon shop in New Haven is a good place to buy if you have the cash.