In AD&D your starting 1st level fighter is allowed four weapon proficiencies. That is to say, a Veteran knows how to properly wield 4 different implements of death and any others they employ will be at a penalty to-hit. My crew back in the day spent a lot of time discussing what four weapons would be ideal, at least back before Unearthed Arcana gummed the system up by allowing you to spend extra slots to specialize in a particular weapon.
Pretty much everyone agreed that the long sword was an ideal first pick. Its damage output was excellent, especially versus large monsters. Another big issue was the breakdown of random magic weapons in the Dungeon Masters Guide, where 70% of all enchanted blades encountered are long swords. No one wanted to be swinging a magic sword with a non-proficiency penalty. Finally, it was a one-handed weapon, which allowed you to use a shield in melee. A lot of people over the years have harped on the measly 5% bonus to defense a shield gives you. While I don’t disagree, a 1st level character with a single hit die needs all the help they can get surviving combats.
Another way to survive combats is to kill the monsters before they can lay their claws on you. We favored the shortbow in the 1st edition era, as the mighty two attacks per round plus the compact size seemed like an awesome combo. My buddy Eric and I were in a minority who thought the slower and less potent crossbows had their place in the game. The two of us assumed that you could keep a crossbow cocked indefinitely and would run around dungeons making SWAT-style sweeps of rooms. I was really disappointed when I first read (in Dragon maybe?) that medieval crossbow strings didn’t work like that. Later when second edition came out sheaf arrows with their d8 damage made crossbows even more obsolete. I responded by continuing to favor crossbowmen. Sometimes I’m ornery that way.
I always maintained that one of the weapons a fighter selected should be a hold-out weapon, usually a dagger. It doesn’t do much damage, but it’s lightweight, can be concealed, and is your only hope if you’re swallowed by a purple worm or enveloped by a lurker below. Sometimes I would choose a club instead, figuring in desperate situations I could pick up any handy legbone or hunk of wood. The club also had two other advantages. A blunt weapon works against monsters like skeletons that are resistant to edges and points. And wooden weapons are great for fighting rust monsters or critters that conduct electricity.
Sometimes I would put together a package of weapon proficiencies based upon a theme. For knightly types I would go with longsword, dagger, and lance. The PHB charts had multiple lances which suggested separate proficiencies, but I often I would just write down ‘lance’ and hope the DM would go along with it. For the fourth weapon the wussboy option would be a missile weapon as per above, while the hardcore stupid knight option would be another melee weapon. Maybe a morningstar or two-handed sword like the Arthurian knights described in the Deities & Demi-Gods. The two-hander was considered a good choice by all because of the monstrous damage output and the eternally springing hope of finding a magic two-handed sword. To this day I fancy the morningstar for its sheer, unadulterated brutality.
The Robin Hood package consisted of long bow, long sword, dagger, and quarterstaff. I generated many a half-elf fighter/something-or-other with that set-up, especially if one of the dude’s classes was magic-user. I didn’t want to find a sweet magic staff and not be able to clubber baddies with it.
Another package of weapons I used more than once was designed around maximizing melee options just for variety’s sake. The components were bastard sword, hand axe, and dagger, with probably a shortbow as the fourth option. If you carried a sword, 2 axes, 2 daggers, and a shield dig all the fighting options:
Sword & Shield
Sword in 2 hands
Sword & Axe
Sword & Dagger
Axe & Shield
Axe & Dagger
Dagger & Shield
I ran more than one character where I started each combat by rolling a die to pick my weapon load. Usually I would go with a d6 chart with the first six combos listed above. Dagger and shield is just too whimpy.
For serious dungeoneering with lots of pits and traps I would often pick a spear, to serve double duty as a 10’ pole. A ranseur or spetum are also good choices for this kind of work. You can’t throw them, but their higher damage and ability to disarm foes if you hit Ac 8 is pretty sweet. If you’ve got the kind of DM who rigorously enforces the non-proficiency penalties then taking ‘grenade-like missile’ might be a good option. I’d hate to waste perfectly good flaming oil or holy water because the non-prof penalty cruddied up the to-hit roll. And while I’ve never played a character who was proficient with siege weapons, the idea of hauling a ballista into a dungeon amuses me to no end.