The weapon store key, I think, is part of the Shield of Arrav quest. To get the key, you must talk to the leader of the Phoenix Gang to get your job. You will have to kill a level 3 person named Johnny the Beard in the bar. He will drop documents and you need to pick them up and give them to the gang leader. He will then give you the key to use.
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There are Multiple for all basic types of weapons but the grand exchange is the cheapest and has the most variety.
A Weapon
Most of the towns in runescape have a general store.
If you have a weapon in your inventory, click on it to wield it. This will un-wield any other weapon you have in your weapon slot.
Any weapon that has a great crush bonus:BattleaxesMacesMaulsWarhammers