Lord Soth uses a shield and sword because, well, Soth did use that, and he also uses a spiked mace because it looks cool.
Xocoyol uses a warbow because it is a damn good bow for my playing style. He also uses a Katana because with 1wp left to spare for melee I need a fast weapon (And with 7PS and 30 STR I can appreciate the damage behind the thing too!).
My Cav guy uses a variety of weapons for experimentation, simply because he is experimenting on what feels the most natural for me (Though I only one one horse, so it can be a wee bit difficult for tests).
My Thrower guy (Castiel_Komnenos?) uses a ... Short Broad Sword iirc because it looks like the closest fit to a Roman Spatha (Gladius was an early weapon, a legionnaire later switched to using a Spatha as history progressed). The sole reason is that he is again a theme character. Throwing Spears and Throwing Lances will be used until I decide which fits my theme better. I also use Rocks because it is hilarious to dismount a guy from a horse with one, as well as a good way to get the gold for those ludicrously expensive Throwing Lances.
My pokey guy uses a warfork because the concept amuses me and because a sorcerer suggested it to me, though that may change.