Oh, Pyromancy has been shown to not scale with INT or FAT, so it's an ideal choice for melee characters who want to cast magic. It scales with its weapon.
I'm going really slowly through the game. I think you're all past me at this point.
Also, re: covenants, you can join them all. When you join a new covenant, it reduces your standing in all other covenants, but doesn't drop them. You can join them all before starting to progress in them individually, if you want to get achieves using only one character.
So, boss weapons. I think I'm going to go for Quelaag's Fury Sword.