In most games I play, there are no guns. But I don't like projectile weapons in video games because my aim is so-so. I just tend to waste ammo/arrows or at least end up doing little damage and take too long getting anywhere. I don't mind bows in Dragon Quest, since I just choose to use it and don't need to aim.
I liked using bows in Fantasy Life though, it made it easier to injure without being injured since it's real time and not turn based.
I do have a preference for melee weapons though. In some games (Rune Factory for instance) I find heavy axes and hammers too hard to work (and in some I have to drag it out of the ground again while being attacked). The same for two handed swords in some games. Spears can be hard to use (I had an ambivalent relationship with them in Away Shuffle Dungeon. I liked being able to stab enemies through walls, I didn't like missing! )
I like spears, axes, clubs and scythes just fine in Dragon Quest though, and I'm really starting to like spears in DQ 8. Multithrust is an awesome skill!
I usually prefer swords. I feel I have more control when using them.