My character Kim'Nek tends to use a scimitar or dagger if he really needs it; otherwise, he uses his claws and teeth like any feline would.
Luke would rather take flight than fight, but if he needs to, there's always his agility and acrobatics. (Hence his other persona, Charadé... but that's for another day.) If he had to use a weapon, he always has a pair of kitchen shears on hand along with a pocket knife.
I'm going to stop with those two... I really don't have a solid fursona, but I have hundreds of characters. Luke and Kim are the two I identify with the most right now.