I've realized I have a thing for girls with swords. Usually ones along the lines of fencing foils and rapiers, the skinner, elegant ones, so obviously Revolutionary Girl Utena and The Rose of Versailles influenced me a lot more than I thought. But I'm also a fan of quick, easy to use weapons too like daggers and throwing knives (and anything that can be thrown, really) and magic.
My OC Lilith is kind of a culmination of all the weaponry/fighting abilities I like: she has magic powers, she can use a sword, she has throwing knives and a small stash of smokescreen bombs (none of this besides the magic comes into play until later in the comic though). All 3 main characters in Xeno are athletes so they can hold their own in a fist fight at least for a little while.
But my favorite weapon to give my characters is definitely swords or magic powers (or sometimes magic swords).