How about a shotgun? This game takes place in modern times, so it isn't too absurd. Only problem is gun laws in Japan are pretty strict. Still, makes about as much sense as smuggling a greatsword through a grocery store.
THIS. I would love to see an MC with this. In fact it would have been fitting for P3's MC, all things considered. --- You can pretend the theatrical end and imagine your world as the best, or you can break the seal in what you believe is real and realize your reality's a jest.
A bareknuckle fisticuffs user as the MC would be pretty awesome. Or maybe someone who uses random junk like 2x4s, bundles of rebar, or hunks of concrete. Maybe someone who throws knives? I have to admit that I really miss the ability to use any weapon that you had in P3 and FES. --- Yar har fiddle dee dee.