In The Elder Scrolls V: Skyrim for the PC, PS3, and Xbox 360, unlike in Oblivion, there really isn’t a single “best” weapon in the game, however Daedric Weapons are the best set of weapons in the game, and can be crafted by the player.
Crafting Daedric Weapons
In order to craft Daedric weapons, you need to get your Smithing skill to 90, and you’ll need a single Daedra Heart for each piece, which are quite rare and only drop off of Daedra. The other materials you need for crafting Daedric weapons are leather strips, and ebony ingots.
The best place in the game I’ve found to farm Daedra Hearts is at The Shrine of Mehrunes Dagon, in the mountains east of Morhal. Four Dremora will spawn there every few days after you do the “Pieces of the Past” quest line from Silus Vesuius in Dawnstar. Alchemist merchants all over Skyrim have a chance to stock them as well but they are fairly rare, and I would suggest buying them any time you see them if you plan to make any Daedric weapons.
Upgrade Your Weapons
To truly make your weapon as powerful as it can be, you’ll need to upgrade it and put a good enchant on it.
When you upgrade a weapon on the Grinding tool, it takes your current Smithing level into account to determine how much the weapon is upgraded, so make sure to equip any enchanted gear with bonuses to Smithing, and purchase or create potions with bonuses to Smithing as well to get the most out of your upgrades. You’ll need a Smithing skill of 91 to fully upgrade Daedric weapons.
The enchant you use is really up to you and your taste. Fire does some of the best damage, and Shock is great against mages, however effects like Paralyze are great as well for immobilizing your enemies temporarily. I typically carry weapons with different effects for different scenarios. Don’t forget to create or purchase a potion that increases Enchanting to get the best enchant effect possible.
Comparable weapons include Glass and Ebony weapons, if you’re lacking the Daedra Hearts necessary for making Daedric Armor. The parts for these weapons are much easier to obtain, and only lag behind Daecric weapons by a few points.