The Mithril weapons are the weapons that teach combo abilities.

The Ultima spells are on the following weapons:
Zanmato-Ultima Masher (Viera Assassin)
Seventh Heaven-Ultima Shot (Human Hunter)
Zeus Mace-Ultima Blow (Nu Mou Sage)
Materia Blade-Ultima Sword (Bangaa Gladiator) and Ultima Charge (Moogle Mog Knight)

Other weapons with awesome abilities are:
Madu-Doublecast
Nosada-Doublesword
Target Bow/Longbarrel-Concentrate