Being called "The Lion" isn't enough to pin down a weapon. I mean, Richard the Lionheart was a chainmail-wearing, longsword-and-shield type of knight. Conan, during his piracy days, was called "Amra", which means "Lion", and was a very different type of character.
The fact that you're a Deneith is much more important. The traditional Deneith weapon is the sword (check out the novel City of Towers). So I'd say go with a longsword or bastard sword and make your personal seal be a lion with the Deneith Watchful Eye symbol on its forehead.