There is no proper answer. Lance do a great damage ( and is great weapon when You're mounted knight fighting on plains or icefields, but rather useless in moutains), one-handed swords are great in close combat due to speed, two-handed are good because do a lot of damage and have a decent range.
Let me say : all kind of weapon is good in specific conditions : terrain, skills ect...
Good choice imho is using few variations of weapons:
for knight : great lance, shield, steel-weathered saber and jarids
for other mounted warrior : sword of war, warbow, 2 packs +3 dam arrows
for archers : war bow, saber, 2 packs of +3dam arrows
for footed warrior : pike(lance ect), shield, single handed fast weapon, jarids
But this is only examples ...there is much more variations, depends of what You like to fight.
Skills : well ...again, depends of what weapon you re focusing, what party You'd like to have or fighting solo ect ect
For example : You want to be a meele high armored knight with lance and jarids, with high party then focus at skills raising meele and throw damage), riding to use heavy horses, propably leadership ect ..
There can be talk without end about it ...but better examine this by yourself. You quickly realise which skills You need
Good luck
