There is no best one, if they know what the hell they're doing this time around. Swords are the fastest and have critical chance so they'll theoretically have the best straight damage output. Axes will be good against creatures with huge amounts of HP because they bleed them out over time. Maces will be good against heavily-armored characters and creatures (which I'm hoping Dwemer Centurions will be). If you're being a proper warrior it's a good idea to invest at least a little bit in all three weapon perks so that you always have options and can switch out as you need to.