The Samurai is great when it comes to weapons. The dilemma for a Samurai is which weapons to excel in. You can become expert in short sword, long sword, two handed sword, yumi, and shuriken.
You start out with a yumi and a bunch of yas, and you have the extra ability to use them (to-hit and damage are both increased when Samurai shoot yas from a yumi). They are the best long distance damage weapons available, and are worth using regularly as monsters approach you. I would advance this to Skilled, not Expert, to leave slots for later, but this is a tough call.
You also start with a katana. After abusing them at a distance with the yumi, start abusing them with this. What a great starting weapon. You probably want to advance to expert with your katana.
Now about a backup weapon. Hopefully, you'll quickly find a better main weapon than the katana (really!), and the katana will become your backup. But if you are really stranded, don't use the worthless wakizashi. Prefereably, find a long sword, which will share the skills you gain with the katana. Otherwise, a bardiche, halberd, or even a spetum is a good backup weapon. Crysknifes are also good, but not worth the effort in creating them. Advance to basic in Polearms if you have to, but no more.
The better weapon than the katana that you will easily get is either a two-handed sword or Excalibur.
Excalibur can be produced by dipping a long sword into a fountain after you reach experience level 5. There's only a one in six chance though so you need to keep trying. To avoid bad fountain things happening, drop all uncursed items first, as well as your gold. Excalibur is a very nice weapon, and it gives you searching while you wield it. And, the skills are shared with the katana, so you can advance to Expert and save skill slots.
A two-handed sword is a better weapon than a katana. It has the benefit that it is the same skill type as your quest artifact, so advancing with this weapon prepares you for that one.
You can also #offer a lot to get other weapons. Grayswandir is always nice, but another weapon skills class and hence more slots. You should already have Excalibur by dipping. Snickersnee is pretty good, and you already have katana skills. Forget about most anything else. In fact, you don't really have to bother with these.
The greatest thing about being a Samurai is your quest. You'll get the Tsurugi of Muramasa, one of the most powerful weapons in the game. It does damage on a comparable level as Mjollnir, and ALSO gives a 5% chance per hit of instant death by bisecting like Vorpal Blade. You MUST hold onto this weapon! Do NOT bother wishing for Mjollnir, even if you have tons of experience and loads of luck to cancel out your lack of ability -- it is intelligent, and normally a different alignment, so it will periodically blast you with its power. Advance this to Expert (it's a two-handed sword).
By experience level 16, you should have enough slots to advance the yumi, the katana, and the two-handed sword all to Expert. The only question earlier in the game is which of these to advance first. The answer depends on whether you find a long sword (Excalibur) or a two-handed sword first.