You don't need a macro. I pull my often-used weapons, like 2h, 1h and shield, on one of my action bars. That way, you can just click it and change rapidly. It also makes it very easy to sharpen without having to open bags. I also keep my sharpening stones, trinkets and necklaces there as well. It makes it just as easy to quickly toggle between trinkets for whatever's useful. For example, I'll equip my riding crop when trying to get from place to place in BG, then switch to my Insignia or another trinket when almost there.

But for weapons, drag them to your action bars just like your other talents. Soooooo much easier. Also, you can quickly change out in the middle of a fight if you need. A quick click and you have a 1h and shield against a mage. Very useful.

Yes I have my weapons and shields also on my action bar and other items I want right away in a fight.
Just a note: when I want to dual wield and my character has a shield equipped I found that I had to click on any 2h weapon first then click on my 2 weapons to be dual. Of course the 2 weapons can't be "main hand" both. But I have to click on the MH 1st before the OH weapon or else the MH will replace the OH.

Get a macro...