Depends. Do you like slower, stronger weapons? The Zweihander is a great weapon but it does have a bit of a learning curve due to its weight, especially in PvP. Learning to pivot slash effectively (which is performing an RB/R1 attack then turning your character 180 degrees to meet the unfortunate sap who just tried to roll behind you for a backstab) will be your friend, as will high poise so you can just power through hits.
Katanas on the other hand are much faster and rely hugely on the hit and run game. You want to be as fast as possible when using one so that you can move in and out and land your hits while avoiding theirs, all the while building up for that lovely Bleed effect to kick in and rock them something fierce.
So, your choice.