The best weapons in my vault should either go to high stat/level explorers or the first room which will defend against raiders/deathclaws etc..
Which one should I give the best weapons to? Does weapon level matter too much in the wastes?
I think this depends upon whether you are playing on survival mode or not.
Survival Mode
In survival mode, dweller death is permanent, so you absolutely want to avoid that. Because raider and especially deathclaw attacks can be quite deadly, shutting those down is more important than your explorer spending another hour in the wasteland before you recall them.
Give the best weapons to your vault defenders. Once your first room can kill a pack of deathclaws without stimpacks, then they are strong enough, and you can start giving any extra, awesome weapons to your explorers.
Not
Since you can just revive dwellers with caps, which are so plentiful as to be irrelevant after you get your vault established, incidents really don't matter much. Your whole vault can get wiped out and it's just a hiccup.
On the other hand, most of your good stuff comes from explorers, and the longer they are out there, the better stuff they find. Your whole goal is basically to get explorers out in the wastes as long as possible.
Give the weapons to your explorers.
In my opinion, having a dweller survive longer in the wild is more important than vault protection because not only can you heal dwellers in your vault during a raid, but you can have up to 200 dwellers in your vault to fight, and raiders, etc. are fairly easy to fight off.
Hope this helps,
-A
In my opinion I would give the best weapons to people with high stats and make sure you unequipped the weapons from pregnant dwellers while they are pregnant because they run away from disasters. I would also equip weapons to the strong Strength, Agility and Perception people you get at the beginning of your vault. Hope this helped!