Well, my favorite weapons have to be the throwing axes and spears, although I use them very rarely, ussually only if I play a Nord or for fun messing around, and wish they were more accurate.. I do enjoy being able to throw an axe into an enemy and seeing their body tumble to the floor.
As far as weapons that I actually use go, I LOVE the Masterwork Warbow, horse archery for the win! nothing like beating the damn Mongoloid Khergits in their own game, those wretches. Secondary weapon has to be the 1h/2h sword, that is the best, with a shield. I use both in sieges, and in regular gameplay, actually in sieges I sometimes ditch all and take up 3 quivers of arrows, my trusty war bow and lead the Vaegirs to victory!