I haven't been able to find any good Katana in the game. Are there any?!?

Absolutely, there are two. One for a fighter/mage that gives you extra spell slots, and the other one you have to fight for, but you can get it pretty early in the game. It is one of the best weapons in the game and is called Celestial fury.

To be sure there are!
SPOILER
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The best is the Celestial Fury. Go to the Guarded Compound in the Temple District and you will find it. Be prepared for a fight!
If you've installed the bonus cd there is a great Katana for fighter/mages or thief/mages. I use it for Jan Janssen. It's called Dakkon's Zerth Blade and it will give you extra spell levels.

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Melusine, Archbabe of the OHF and the LH
http://www.angelfire.com/anime2/memnoch/mel1.gif
Your voice is ambrosia

I've got Celestrial Fury but where is Dakkon's Zerth blade. (I could have sworn that was in Planscape Torment)

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The other Blade it is for sell in Rebalb shop in the waukeen promenade. But you have to install the bonus Cd or find the cd files in this site on the bg2 section. That will make 2 new merchants and one of them is in this store and the other one in the copper Coronet.

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Maybe it's because I hate drows more than I hate Humans - Jarlaxle to Entreri

It probably was in Planescape:Torment, and so were a few other of the items. This merchant also sells the +5 Sling of Everard, and the Robe of Vecna, among others from different BioWare Forgotten Realms titles.