Minsc : "Jump on my sword while you can, evil. I won't be as gentle!"
From 0 - 30 skill you should buy from the Warrior Guildmaster.
30 - 120 Slash things with your Katana or slash your friends with a Butcher knife. The faster you swing, the more skill you gain.
Jambi (Player) prefers
1 Handed Katana
2 Handed Halberd
If you have Lumberjacking, a Double Axe is what i prefer.