I think it depends on your style. I prefer the way the other guns feel (have not unlocked Rocket Launcher yet, but this is relative to other games in the series). It sure will be a fantastic feel to blast rockets at enemies (ESPECIALLY Salazar, what a nuisance). But I would keep a few other guns for ease. I assume the rockets have some kind of splash damage to your character, so maybe a fully upgraded Striker would be good for close encounters. And it is always good to have the knife available for parrying enemies.
For me, when I have an infinite rocket launcher, I am still using my shotgun, magnum, and sniper rifle just because it feels right to use them on occasions. Plus, the largest attache case has to hold SOMETHING, right? haha