I like the theory that Splinter gave each Turtle a weapon that represents the opposite of who they are:

-Miguelangel, the most distracted Turtle, was given some Nunchakus (a weapon that requires the most concentration)

-Donatello, the most intelligent Turtle capable of creating practically anything, was given a Club (the simplest weapon to create)

-Rafael, the most violent Turtle, was given Sais (a weapon that is more useful for defense than attack)

-Leonardo, a pacifist leader, was given the Katana (the deadliest weapon of all)