I just made sure to have one character with a one handed weapon and a shield for my tank, a 2 handed weapon for my damage dealer and a long range weapon for my support character.

I'd make adjustments for different circumstances... weapons with a shorter CT in battles where there were less opportunities to attack. Guns for high defense foes, weapons with elemental properties etc. Though after aquiring the tournesol and zodiac spear i pretty much just had them equipped all the time