The options menu doesn't support rebinding weapons (beyond "next"/"previous", 1-9 keys by default), but console can be used for remapping, following the syntax:
bind <key> "impulse <#>" 1 - axe 2 - shotgun 3 - super shotgun 4 - nailgun 5 - super nailgun 6 - grenade launcher 7 - rocket launcher 8 - thunderbolt
bind e "impulse 7" to map the rocket launcher to the E key, and
bind MOUSE4 "impulse 3" to bind the super shotgun to one of the mouse side buttons.
I assume that alias has to be used, as with the Quake-derived Source engine. Personally I'd for example find having access to both shotguns with one key as convenient.