Oh, I can't wait until staff. 20 more levels to go, I think, haha.
The dagger is my new favorite. It doubles as a gun and a cutlass. I hate the gun because you can't use it on Navy guards, so it feels half useless, yet sometimes you want to deliver that first hit from far, far away. The cutlass delivers the most damage at low levels, it seems like, so I find the dagger a happy medium. (And when you first get it, you sort of get three hits for two clicks, so that's nice.)
Of course, the doll is great too.