Read the "Damage" page on the wiki to learn the vulnerabilities and resistances of the monsters. Then make sure that you end up with a piercing weapon, an elemental weapon, and a shadow weapon. If you can equip all three, then do. Even if you can equip only two of them, that's great. By switching between the two, you can deal huge damage to 4/6 of monsters and moderate damage to the other 2/6; you're never dealing low damage. Select which two to equip on any given stratum by inspecting the gate map.

In particular, these days I'm using Glacius and Acheron (and a piercing sword) while my DA and GF sit in my closet. Combuster is also good. So the Brandish line has a few great options.