I level the weapons evenly, but I do prefer some over others. For example, the staff is pretty much the enforcer - maxed flame has gotten me out of many a sticky situation.

Though it does have its limitations, I rely on it heavily so it's probably my number one at this point.
In terms of what I
like using, I like the dagger more than I used to, the cutlass about the same, and the pistol a lot less (since the "update"). I don't tend to use the doll much for actual fighting until life drain, but it is a nice weapon and easy to level. Grenades...
yeah, let's not go there...