I'm a spellcaster through and through. My favorite weapon for a fantasy game is the power of f*** you.
Pew pew pew!

A 100kg Nuclear warhead, Its the only way to be sure.

Actually to answer the question more serious, that really depends on the type of fantasy game. In the text of D&D I like a duel weapon combo of two light martial weapons like shortswords, scimitars or a light sword, dagger combo.

I have admit I have a certain affection for the katana. Misty because it capacity for damage in any edition is usually quite high