Different situations call for different weapons. Sometimes switching from one to another during battle is helpful. A good example is switching to doll to use life drain instead of wasting a tonic. Sometimes it's a matter of preference. What is your favorite?
A few of my favorite weapon options:
Cutlass - Blade Storm
Pistol - Take Aim
Voo Doo Doll - Life Drain
Dagger - Vipers Nest
Grenades - Siege Charge
Staff - Wither/Flame (tough call)
Robert Darkskull
Pistols N Bladez