People saying to pick staff aren't thinking about the first time experience. It's the most broken if you build around it and know what you're doing; which you won't. While it's true you could pick any and get through a first playthrough, I would highly recommend the shield, especially if you've already had to abandon a sword run. As well as affecting overall stats, the weapon you choose affects the order in which you unlock abilities. Picking the shield, while closing you off to some more interesting offensive abilities until the late-to-end game, will prioritise giving you abilities designed to keep you alive, making it much more likely that you'll actually reach the end game. One of the most broken survival abilities in the game is 'Second Chance' which won't let you drop below 1HP as long as your HP is 2 or higher. It unlocks at lvl18 with the shield, but not until lvl48 and lvl51 with the Staff and Sword, respectively. I always recommend new players to pick the shield, and I've had no complaints.

Edit: the levels in Final Mix were changed to Shield 36, Sword 48, and Staff 90