Dagger:Twilight Knife(Tp drain, as rare as it is, can be nice, used Yataghan before but I couldn't stop npcing it)
Polearm: Used to use Quint Spear, which was amazing to get those Raidens off faster. Sold it though, so now Iron Ram Lance
G.Sword: Glorious Sword, because the name is awesome and it looks pretty cool
Staff: Earth Staff
Club: Titan's Cudgel
Erecia is right really, it would be best to go with the lowest damage weapons you can get for the cheapest amount possible.
The Scythes and Polearms from the Scars' zones work fine, Signet Staves work fine for staff, warp cudgels/chocobo wands/Love wands/battledores are all OK for Club. You're not going to be hitting for 0 or anything. Pitchfork+1 also works fine for Polearm if you have it(And can be used on other jobs /War or /Drg if you happen to need raiden on them.
This used to be pretty fun.