Depends on your play style.

Weapons require 5 to unlock, plus the spirits, so they're fairly difficult to unlock. However, after the initial five, they become cheaper to awaken again (IE: 1 star = 5, 2 star = 1, 3 star = 1, 4 star = 2, 5 star = 3, etc). Unlocking the first star gives you the ultimate SA.

It's easier to get the weapon shards for the R girls, but they're rapidly useless, so probably a waste to go for them.

You can get the weapon shards and girl shards for several SRs in Boss Rush, so if you're thinking of weapon unlocks, go for those SRs :

Liu Shang-er : 9-2
Date Mei : 8-2, 4-2
Akechi Seiko : 3-2
Toyotomi Kumiko : 2-2

Beyond that, it's really kind of up to you on the other equipment. You can get the equipment shards in Boss rush...

1-1 : Offensive Armor/Balanced Boots
1-2 : Proof of Cao Wei
2-1 : Balanced Armor/Defensive Belt
2-2 : Tome of Shu Han
3-1 : Defensive Boots/Offensive Wristbands
3-2 : Proof of Jiangdong
4-1 : Balanced Hairband/Offensive Armor
4-2 : Tome of Seven Swords
5-1 : Defensive Armor/Balanced Boots
5-2 : Proof of Five Spears
6-1 : Offensive Boots/Defensive Belt
6-2 : Tome of Kith and Kin
7-1 : Offensive Gloves/Defensive Boots
7-2 : Proof of Unexpected Power
8-1 : Defensive Armor/Balanced Armor
8-2 : Tome of the West
9-1 : Balanced Hairband/Offensive Boots
9-2 : Proof of Shu Han
10-1: Offensive Armor/Balanced Boots

All that said, I usually prioritize Boots and Accessories (Belt/hairband/gloves) over Armor, as Armor (despite it's name) only boosts HP, and I personally find that Attack/Defense is better boost than HP. YMMV