Thorn, Bad Juju, Super Good Advice, Invective, and Pocket Infinity all have exotic bounties.
The best one in my opinion has to be Ice Breaker.
You don't need ammo at all, and it's a special weapon so you're not sacrificing any insanely good legendaries.
Edit: My apologies. Didn't realize you were speaking of primaries.
My favorites are MIDA Multi Tool and SUROS.