all have their merits. It really depends on what you are trying to accomplish. For general PvE a sword is very good because it does good damage and u have armor as well. For PvP i really prefer a hammer because of its interuption capabilities and knockdown. It makes a great finisher. I really cant speculate on the axe because I never used one nor have I seen it extensively used. Sword and axe do less damage than the hammer but attack faster so they make up for it. The axe is sort of halfway between the hammer and sword. swordlike damage, average speed, and some interuptions.
train 1 skill only. Your points are better use on strength and tactics than spread over all of your fighting skills. You should pick your weapon of choice and go with that. Later on if you change your mind you can just switch you points from one weapon to the next, so it isnt a huge decision, but stick to 1 weapon type.
hammers hit highest and can knock you over with some attacks , which can be very annoying when trying to cast spells. I am not a warrior so my knowledge is a bit limited hope this helps