I am relying on the katana and the durga for most of my general fighting, but would like to know when it is better to switch to the other weapons; esp with respect to the fight against Jeanne in Chapter XII: Verse V (on the airplane where she starts fighting on the motorcycle). I have tried using the durga/kilgore on her there, but i just cant seem to kill her. Although I do well against the cardinal virtues, i think the reason i am consistently getting silver medals is a side-effect of the weapons i am using.
In terms of weapons, I fought most battles with the Shuraba and the Onyx Roses. Unless you are counting the super weapons like Pillow Talk or Bazillions I don't think weapon selection is as critical as a couple of combat skills:
Witch Time. Successfully activating witch time by dodging an attack at the last moment is good because (a) it means that you dodged an attack instead of getting hit in the face, and (b) it gives you time to connect with a full chain of your own attacks. When you do get Witch Time to trigger, make sure you have pre-loaded a complete attack chain into your muscle memory. Preferably one that ends with a ...
Wicked Weave attack. The reason this is important is because it does more damage and (depending on the enemy) can knock enemies backwards or into the air and allow you to extend the combo. The Weave attacks change depending on your weapon (ie: Fire Durga will summon a fire fist/foot), but I'm not sure if they actually do any more damage or not.
Finally, it's difficult to get Platinum/Gold medals when you're taking substantial damage so mastering dodging and landing a few combos when you have a clean shot is critical.