For a kensai it makes most mechanical sense for them to start out with a longsword (1d10, most common magic weapon) then shift to a whip at level 17 (same damage, +reach). Longbow is usually the best ranged weapon available (longest range, no loading), unless you are small, in which case I would look at sling (b damage) and dart. One could conceivably make a hand crossbow master build, but I wouldn't rate it optimal because monks have so many other things they can do with a Quick Action.
Suggested picks (based purely on mechanical advantage and RAW):
3: Longsword, Longbow
6: Whip
11: Sling
17: whatever awesome magic weapon you have found by now