Quite the topic. My personal weapon is much like Krippes' katana, with a somewhat shorter, black blade and a red handler, more like a kodachi (a smaller variation of a katana, for those who don't know), which I simply nicknamed the "Shadowblade" for lack of a better term.
Though I don't really use it, it's simply 'there' as if my dream self knows he'll need it sooner or later.

About such a topic however, I'd have with to agree with Leo on this one. My hands, so far, proved to be the most effective 'weapon' against something that threatens my dream self, whereas a weapon would only make things... somewhat more reddish, and still solve nothing, thus giving a darker atmosphere to the dream itself.
But well, there are people who like these kind of dreams. To those, feel free to visit me someday and borrow my dark companion.