If I'm playing a character that may eventually get into a deadly fight, I'd MUCH rather have one weapon and DAMN well know how to use it, than know how to use 15 half ass, and maybe have 2 of them on hand.  Are you going to run around in both a car and a bike on your first run?  I prefer to find a need the party is short on, and fill it well, myself.  Find your niche, and rely on others for the stuff you  can't do.