There are two main types of weapons: Melee and Ranged.
Melee weapons are quieter than ranged weapons. They also do not require any ammo. The downside to melee weapons is that the player must be dangerously close to the target and can cause you to become tired if you use them for an extended period of time. This can be combated by increasing the swinging skill.
Melee weapons are grouped into two categories: Blunt and Bladed. Currently improvised weapons are classified into one of these categories as well.
The Butter Knife, Kitchen Knife, and Axe are all categorized as blades and, when used, train the blade combat skill. Increasing the blade combat skill will allow you to deal more damage per strike with bladed weapons.
The Butter Knife, Kitchen Knife, Hunting Knife and Screwdriver have a special "jaw-stab" instant-kill move when used while stationary at minimum range, making them much more useful as weapons than they appear at first glance. It's an excellent tool for dealing with single zombies: it ends them quickly and quietly, limits exertion and is effective regardless of strength or accuracy. You can even whittle down a group with it, if you're careful. Still, it does have some caveats, which are listed below.
Requires timing: Too early leads to a regular(useless) attack, but too late and you could get hurt before the kill... It is fairly forgiving, but don't risk your best save to learn.
Modest recovery time: If facing a group, isolate one foe by at least a few feet before you strike or you could get flanked by the others.
Weapons break easily: Especially the common knives, so don't be caught flat-footed in a fight. You can quickly equip a spare with the 3 key if it's in your main inventory.
Other bladed Weapons
Currently, the axe is the only weapon in this category. The combat of these weapons are very similar to the blunt weapons.
* Having blade/blunt maintenance above level 0 would increase this figure proportionally.
Ranged weapons require ammo. They are loud and will attract the attention of nearby zombies. The upside to this is that they are very powerful and can be used to attack at range or to draw zombies to certain parts of the map, giving you the chance to visit other parts with less danger. As of 0.2.0r, there is only the Molotov Cocktail, Shotgun, the Sawn Off Shotgun and the Pistol. However, there are several mods available that contain additional ranged weapons.