It all starts with the training school. All the cheap armor, weapons, and skills make it painful but it has a reason. I would highly suggest beating all the normal and high rank training as soon as they become available. (The Sword Saint is by far the best one item in the game.) Im getting away from myself here.... What the real objective is, however, is to learn the weapons. If you can master one weapon you can master two or three.
By completing the training you will find yourself with a much more aggresive guard, or exact attack. Example: I started playing the game using the lance.
Guarding with counter stabs made the hunt drag on. It wasnt until I started doing some training with the long sword that I found myself more willing to dodge over block, leaving me open the the rapid three stabs vice the one counter. Not only that I was able to get into weak spots and not hog the head in a group hunt.
As for the type of weapon you want to become a master in try to find like weapons of that type. Here is a quick family breakdown.
-Long Sword, Duel Sword, Hammer, Bow, (Good to High damage over time with no guard but very high mobilty)
-Great Sword, Lance, Gunlance, Heavy Bowgun (All low mobilty but high guard with good damage over time)
-Sword and Shield (It is a good all rounder with high mobilty, low damage over time, and standing guard)
-Hunting Horn, Light Bow guns (These are the only true support weapons. High mobilty, no guard, decent damage and party support.) If you are good with any one of the weapons in the family you should have no problem being able to learn the others in its line. It may take a little more training with some but the relative effect is always the same. The work is well worth it in the long run. Some monsters will be weaker to a type of weapon then another. As far as I can tell there is Slashing, Impact, and Pierce. I am working on a chart to list the type and location of each weakness on all monsters but I may need a little time for that. For now just ask and I should be able to help. Raw will always be more important then elemental as everything is weak to raw but dont forget that some parts on monsters can only be broken by the element it is weak to.
I have been able to complete all level training and all quests minus two or three G ranked quests solo with every weapons type but then again I have been playing monster hunter since portable was released in Japan. I have well over 1000 hours game play in and I look forward to the next 1000. Over the next few days I will be working on a chart listing the best weapon types for each monster and a good solid attack plan with things to watch for. For now if you have any direct questions please post a question and I will be sure to try and answer you as soon as I can.
MORE TO BE ADDED AT A LATER DATE