For any of these it's a good idea to think thematically. Elves use bows and staffs, humans: swords and polearms, dwarves: axes, ect.
Also at any Weapon Trainer you can click on: "What do other trainers teach?" to find out which trainer teaches what. For my warriors, I go to each weapon trainer when I'm in their capital and learn everything they teach (funds permitting). That way, when you pick up that uber-two handed mace, you have the skill to use it already.
Edited typos
Edited, Jul 25th 2008 11:54am by Daymer