It generally depends on your strategy.
As most of the ones here have posted... there are three main types: physical, heat and electric.
physical is brute force damage.
Heat adds to overheating, which may stop a turn
electric got bonus damage once energy is drained.
Mobility is also an issue and weight.
the three godmode legs (like the one you are using in the image - the Electric Mass) has the highest addition to health, high movement and high damage. But it is limited to 2 uses. The risk of being cornered without a stomp is high. But if you play it well, it can be a devastating weapon.