>>49865663
Each weapon trains its relevant stat so in a meta consideration leveling up ALL the weapons is the way to go.
But in reality I'd say just level up the weapons you like, preferably having a "main" weapon and then maybe two or so backup weapons you train. It's good to be open to change, because you might get some super amazing weapon drop in a nefia that you haven't trained but now want to use. In such a situation, you can power train and level that weapon with platinum and potential until it's good. Also skill bonuses from equipment is super legit in Elin, so feel free to abuse talismans if you get a neat weapon.
Also you can dual wield different weapons so that's a neat consideration. Shout out to Gandalf maxers who dual wield a sword and a staff.