What is your favourite weapon

Spur/Blade all the way. It's so satisfying to mow down a row of enemies once you get the Spur charged up all the way. The Knife's level 3 animation is super cool too, as well as it being the best weapon you'll arguably have until you get the Spur.
Super Missiles are good for boss killing, but nothing else really in my experience.

 

Nemesis level 3.

Blade is pretty cool too.

 

my favorite weapon has to be either the spur, blade, fireball, or the bubbler.