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I'd agree that you adjust based on what you have. My normal primary is TDYK and I love it, but I was lucky enough to pick up epilogue in my first VoG run and Pradyths Revenge on my second, now that they are almost fully leveled they become my VoG weaps of choice. I'd love to get Ice Breaker but right now I have PR for void and a Final Boss for Arc...just got a second one that is solar. And I have a hard time taking Zombie Apocalypse out of the heavy slot since it shreds just about anything. I'd love to pick up an exotic weapon but I don't know what I would drop to make room for it! ...guess there are worse problems to have.
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It's always gonna depend on what weapons you have at your disposal. Personally I run exotics on secondary (icebreaker/p&t) or heavy (gjallarhorn) because I have maxed out epilogue, VoC, and Fatebringer. I did just get mythoclast though so my new loadout will be that with praedyth and Hezen vengeance. The morale of the story is if you get raid weapons they are gonna be better than most (not all) primary exotics.