What's the best modifier for guns?

Unreal usually provides the best option for any ranged weapon; you can check on the wiki to see what the best modifier is for the specific example you're using. For example, the S.D.M.G. page has it just before the contents.

There's also the best modifiers page, which is helpful to learn if you don't want to keep checking the wiki:

Godly - Any non-overhead melees excluding shortswords/Terrarian
Legendary - All other Melee weapons, including Whips
Demonic - Ranged/Magic weapons with no knockback
Unreal - All other Ranged weapons
Mythical - All other magic weapons
Ruthless - All other summon weapons
Light - All tools