New weapons are not better. They usually trade one thing good about the stock weapon and give you some stuff that hardly matters in place of it.
For instance, DemoKnights are loving useless for what they really should be doing, which is sticky bombs on control points and keeping Soldiers back.
There are only a few weapons actually worth the trade off.
A few I have is the medic melee weapon, which I use the bust. I don't hit people enough to care about anything other than now I can see their health. I use the Quick-Fix, but I dislike the trade-off for invincible uber but I also like the super heal uber because it heals me, so I can live longer in most cases.
On the soldier, I do and don't like the metal boot things, because for one I don't get the shotgun, but I get to rocket jump more and get in better positions. I like the equalizer, because really the only minus is while it's out.