Personal preference should trump anything we tell you. Which would you rather play... What image do you like more? A paladin wielding a huge sword, or a longsword and shield, or perhaps a polearm? A rogue with a short sword, a dagger, or perhaps both at the same time?
What race is the character?
Sometimes it's best to work with the proficiencies you get... A fighting class (Paladin, Ranger, Fighter) requires you select one or two weapons to focus on (Weapon Focus, Specialization, etc.), while other classes limit you to Weapon Focus... and why take that when fighting with a weapon isn't the highlight of said class?
Weapon Finesse is a must if you're a rogue or a nonfighter char with higher Dex than Strength... I don't know.. I don't blame you for being overwhelmed.
For a paladin, though, I would suggest, in the end, a greatsword or bastard sword...
::runs fingers through hair::
This is an ambitious question and it's pretty late. Could you sort of narrow it down for me? Give me a character (race and class/es) and I'll see what I can do from there...
And I'm terribly sorry if this was incoherent.
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