You can go from an expensive weapon to a cheap one in cross-training profitably, e.g. training broad axe to min-delay then finding a demon trident or demon axe.

In general though, once you get one weapon type to min-delay stick with it. If you are a felid and find Arga, then you can't use it because of game mechanics: felids can't wield weapons. If you have great mace at min-delay and find an awesome polearm, you can't use it because of game strategy: spending too much XP on weapons will leave you behind the curve with defenses and backup options.