Not the person you asked, and I'm speaking from World experience, but my favorite weapon is the Gunlance. A good mix of defense, slashing, and concussion, so you can break pretty much whatever you want. All around fun, since it felt like I could really push the monsters, rather than feeling like I was constantly on defense.

Sword and Shield was also really fun. Good combos and a decent all-rounder. I also enjoyed Bow.

Try out several on the same monster (one whose moveset you've memorized), and see what feels nicest. I actually played all weapons, because certain monsters were easier to fight with particular weapons.

Lastly, find YouTube videos that explain how to use the weapons and suggest common or useful combos. Good luck!