This forum is a great place for knights to inquire more experienced knights about the various weapons, shields and armors that Spiral Knights has to offer. However, many threads contain the some very basic questions which have been answered many times before.
A great place to start for the inquisitive knights would be the Wiki guides.
Swordmaster Guide:
http://wiki.spiralknights.com/Swordmaster_Guide
This place discusses all of the 5* swords, and even specific gear designed for swordmasters, specifically vog and skolver gear and the advantage and disadvantage of each.
Gunslinger Guide:
http://wiki.spiralknights.com/Gunslinger_Guide
While this guide does not discuss the guns in the same level of detail as the above guide, it is very good for describing each weapon.
Bombing guide
http://wiki.spiralknights.com/Bombing_Guide
While I am personally not a large user of bombs, this guide is very detailed and can provide additional insights for strategies and bomb usage.
Forum Searching
Once you are satisfied that the wiki's information is not sufficient for your specific inquiry, find out if your question has already been asked, especially recently when information is still relevant. If you ask a question in the forums which happens to have been asked recently, the answers provided to you may provide very little insight compared to the answers in the previous thread.
Thread questions
Finally, if the search has yielded nothing, and the wiki is just too vague, make a new thread, and ask your question. Providing more information about what you are trying to achieve allows other knights to provide you the best answers. Simple questions like "item x vs item y, discuss" can get off topic easily and not actually get you the information you need.
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To the forum GM's: Do you sticky threads? I know for the general discussion this may not make sense, but for the arsenal it could prove to be useful.
You may not feel so compelled to sticky this thread itself, but an aresenal related thread which can direct new knights to various sources of information could prove useful. I know there is one for the new recruits forum, but knights likely ask questions here without looking there since they have passed that "new recruit" status.
I agree that something like this would be useful to sticky. So I'm trying to revive it. Perhaps we could avoid having the same questions asked over and over again (I know, I'm dreaming).
The only thing I would add is a link straight to the wiki page on Damage. In my view, that is the key information that most people asking questions here lack.