In Awakening, any of the Killer Weapons. Forging added hit and might to them makes them even more useful. Book of Naga is also cool, but it can't compare to its appearance in Genealogy of the Holy War. Overall, I don't like the weapons in Awakening that much - some of the Melee weapons look weird and the magic animations aren't that impressive either.
For the rest of the series, Holsety/Forseti is easily my favourite (except in Awakening). A powerful, light and accurate wind tome that also gives nice boosts to skill and speed? Yes please.
Gradvius, Grafcalibur, Hauteclere, Tyrfing, Thunderbolt, Mistoltin/Mystletainn, Wing Spear, Urvan, Sword of Seals, Alondite, Reginleif, Rapier, Pugi and FE7 Luna are also some of my favourites, mostly because some of them are so powerful. Iron weapons in the GBA titles are also pretty cool.