It really depends on if you even use Vanille. Eventually you probably will if you don't plan on using Hope, but I would not worry about Vanille's weapon until you plan on using her. And even then, I would not suggest upgrading any weapons unless you plan on actually transforming them to their tier 2 versions. The only weapons that actually make a good increase are Sazh's weapons, due to the fact that Sazh's base stats are fairly low so his weapons make up for his base. The rest of the characters have good base to start with that the extra 50-100 strength or magic you get will be nearly meaningless since you can get the same from a single unupgraded Warrior's Belt.
In the end you should pick your weapon based on the secondary effects that they come with and not the stats on them, because they won't mean a lot in the end.
Personally for Vanille use either the Healing or Malboro, the Malboro gives you increased debuff success which will be a lot more useful especially if you want to use Death later on with her, which you will if you do anything post-game.
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