Yeah, just keep all weapons and armor you get. Some of them branch out during synthesis so you'll need to get both version if you want both sets of skills. The good thing is item is available end game so you can always go back and get what you miss. Money is really easy to make if you just bother learning all of the skill from weapons.

Also, the first time you are in a desert town. Rest as many times as you can at the inn until you run out of cutscenes.