Either a Quarterstaff or dual-wielded Clubs. You can take them almost anywhere without raising suspicion, you never have to burn a feat for proficiency, and they're inexpensive.
The Quarterstaff is also the only non-ridiculous double weapon.
EDIT: Someone raised the idea of our real-life weapon preferences, and I thought that was a nifty idea. I tend to use weapons in pairs, preferring either light clubs or smaller blades. My favorite clubs are actually three-foot lengths of 3/4" PVC pipe, filled with cat litter or gravel, capped, and a wrapped duct-tape grips.
I'm neither Drow nor Ranger, but I am smooth and deadly with a scimitar in each hand. Err, was, anyway.