I used the Ax Cleaver up until i killed that gattling gun bitch and got the Stake Driver. It was love at first sight with that weapon, i liked the movesets when it was "unloaded" and "loaded" and the "loaded" charge attack was just so great when it would hit. Towards the end of my run in the Chalice Dungeons i switched to Ludwigs Holy Blade for bosses entirely for the greatsword, i desperately needed the range for a couple fights and the Stake Drive lacks any range.
As for guns i chose to start with the blunderbuss and was happy with it, switched it out for the pistol in chalice dungeons and found parrying to be much easier with it. weird