Ro-Sham-Bo isn't as much a factor here, Drew, but you will want to equip three "weapon glyphs," mainly: the lance, the scythe, and the hammer.
There are three slots to each glyph set, and usually it's not a big deal to have two weapon glyphs in any one set. Always use a weapon, an enhancement, and a magic attack. For example, one of my sets has the scythe, ice shot, and wings (you'll find wings later). Another one has the hammer, fire shot, and rapid movement.
And yeah, grinding is a necessity here. It doesn't hurt to go back and redo every stage you've previously completed once you acquire a new power (double-jump, wings, etc.). You usually get good items for your trouble and plenty of EXP.