Think about what you are trying to loot. If it is something you would shovel (even if it is on a palette), then a shovel or auger is best, with the auger being faster unless you can one shot the stuff with the shovel.
If it is something hard that needs to be broken, then the pickaxe is our auger is best, with the auger being faster unless you can one shot it. In general, if you want to carry fewer tools, carry an auger instead of shovel and pickaxe. Just make sure you have fuel or it won't help you any.
If it is something you would chop or cut, then the axe is best.
If you are cutting up animals, a bladed weapon is best, including the steel knuckles since they are technically bladed weapons.
For weapons, choose what you like best rather than being it on what others prefer. There are pros and cons to all of them. Speed and stamina usage are big considerations for melee. If you are fine with slow powerful attacks that use up stamina a lot, go for the sledgehammer but if you prefer quick attacks that do less damage but can be done repeatedly with little stamina costs compared to other weapons, try knuckles. For something in between those, try the various weapons to see what you like best. Everyone has different preferences there and there isn't a "best" weapon for everyone. For ranged, you can consider whether you want power with a lot of reloading or fast shots with less power. You can also look at range and whether or not you want a silent attack. It is all really up to your own preferences.