First of all, lets take out a few weapons. (Swords were out but too many disagreed even though Vanaduke.. but fine. Swords.
Only normal weapons probably. I'd take Valiance out, for the Wolvers and Devilites dodgin.
For me, I'd choose Iron Slug. Why? Because it can kill everything in the game.
My 2nd choice would be Nitronome.
Yours?
Cheers.
and why not swords? what do you have against swords?
back to the original question:
one normal, non-sword weapon to take everywhere?
probably Supernova or Neutralizer
if any weapon, any damage type then il carry a Wild Hunting Blade. Best looking attack animation in the entire game