One of my favorite weapons is an item you can help Leonardo DaVinci create. DaVinci has a design for a special crossbow that needs some finishing touches before it can be used for combat. To complete the weapon, you'll need to assemble a handful of exotic materials, the first of which requires that you have an interaction with one of the machines in his workshop. It's an interesting side quest that allows you to get a valuable magic weapon early on for an archer character.

I'm also partial to a magic scimitar that you can receive if you do some of the side quests for the Knights of Saladin. The scimitar deals a good amount of damage quickly, and also raises your chances for critical strikes.