there's no such thing as an in-game weapon mastery component that increases via exp to improve your actions
as poster said above, it's just your experience and proficiency that improves
edit : there are however armour skills that improve certain aspects of combat, anything from increasing your attack power, to increasing the chances of a critical hits, to putting your weapon away faster, etc. though, again, these are not accrued exp-based skills --- You look well, child.
No. Weapons stats do not improve with use. Only on upgrading.
And which weapon you should use depends on which you feel more comfortable with and on which monster.
Example : I find that Rathian/Rathalos monsters are a joke with hammers or range weapons.
Barioths and regular Lagiacrus : Prefer a lance.
Gigginox : Prefer range or a hammer.
Jhen Mohran : Great sword with focus or hammer.
But that changes from person to person.
Hmm, Hammer was a quite consistent in your listing. I'll give that I try to see how it feels. I've been using SnS which I heard is noobish. Currently swapping out between Great, and long sword. (of the 2, i like the great sword). And thanks for the replies, everyone. --- Don't you hate when you go to wipe your butt and your fingers rip though the toilet paper? I sure do.
Sword and Shield isn't noobish at all. It's flexible, and it's easier to get the hang of than a lot of the other weapons, but still requires quite a bit of skill to be truly effective. You can dodge around all day, but you won't do a sausage of damage if you don't know how to get in and stick to the monster like glue.