Definitely go for the quality end of the market to avoid splitting and splintering weapons which are very dangerous.
I've seen exploding nunchaku which nearly hit me during training [avoid the ones with cord between them, go for the chained variety], bokkens which snapped and other nasty things happening with cheap weapons. Do not use pine for bo or any impact weapons because it shatters.
For bo either rattan or a decent oak or other hardwood, bokken should be a good quality Japanese white oak or similar hardwood, we've had problems with the Taiwanese oak splitting which is NOT fun. Avoid Toothpick bo.
For a decent jo you can't go past Japanese white oak, check the grain to make sure it is close grained and with no knots. Remember with bo and jo you are running your hands over the surface of theses weapons so make sure they will not injure you during training.
Arnis sticks - stick with rattan unless you are very experienced then you will know what to move onto.
And it wont be cheap either.
Other weapons stick with the same logic and you won't get it wrong.