This question is probably quite stupid, but after playing Fable III (where weapons are meant to be collected) having not enough room in the inventory is causing me a cognitive dissonance. Unique weapons are not better than regular weapons, I find no reason to keep them, but selling them is a non-reversible AFAIK, so once sold they are gone for ever until the next playthrough (which may be never).

Fortunately I didn't play Katamari games yet.

There's really no point in keeping them if you're never going to use them. I only keep unique weapons that are novelties/have some humorous property.

I think one of the DLCs in Borderlands 1 adds storage space (Mad Moxxi?), but if you're talking about Borderlands 2 then you have tons of storage options (by Claptrap in Sanctuary, in Roland's room, and probably more that I'm blanking on).

Thank you. That's a good advice. I'm speaking about Borderlands 1. When you mention humorous properties you refer to something like T.K's Wave or are more humorous weapons out there? (shrinking weapons for instance). Could you put an example?

Only memorable unique gun I remember was the lvl 59+ version of the Chopper. I'm sure someone else remembers others, but I was using 2 or 3 Crawmerax pearlescent weapons when I finally stopped playing. I don't know if pearlescent ones are unique, but they were rare from farming him for a couple of weeks.

Here's a link for the Chopper.

If you aren't using it, sell it.

There's only a handful of unique weapons worth keeping no matter what in the vanilla game; the rest is just to your taste of variety. Hellfire, Defiler, and Ogre are the ones that come to mind at the moment; though you can get pretty amazing blues and greens like Helix Rocket launchers as well. You'll quickly discover how ridiculous overpowered certain elemental properties are with any of the above weapons. Element x4 + unique = gamebreakingly good.

The only reason to keep weapons is the money. If you sell a weapon and die you lose money. Keep the weapon for later when you need the money.