Since the Melee combat is a universal thing, we'll rule out the Wrist Blades. So, which is the one you're best with?
For me it definitely has to be the Combi Stick. It's so precise when it comes to throwing it, more so than the Disk in my opinion. Not only is it useful for popping lights, but it just appeals to the "hunters' instinct" formula that makes the experience all more enjoyable. Besides that, it's satisfying as hell just to pin an advancing Xeno or a clueless Marine; the reactions are priceless. xD