We've already previously covered the best weapons in the game and how to obtain them. As far as your first playthrough concerned, Gotterdammerung is the best weapon to get your hands on with 375 Attack and 375 Stagger. This can only be crafted after completing the "Blacksmith's Blues IV" sidequest. It requires two Darksteel, three Orichalcum, one Primitive Battlehorn, and the Ragnarok weapon. Many of the materials can be obtained through bounties.

Not only will this help out in late-game, but it will certainly give you a leg-up in NG+.