Yeah, excluding the possibility of Kouji, there are weapon issues with each costume. Let us look at them!
Kenshin Himura: We all know the weapon issue here. Kenshin does indeed carry a katana. The problem? It's the sakabato type, or reversed blade. And me, I do NOT like to halfass a prop. I try to fullass it. And yes, I know that drawing weapons isn't allowed, but it's the principle of the thing. </cliche="principle">
Sanosuke Sagara: Okay, the weapon design is no issue. The zanbato is easy enough to make, design-wise. It's the sheer size of the damn thing! I mean, that thing is supposed to be large enough to take down a horse and a rider in one swing! HOW THE HELL AM I GONNA FIND A CHUNK OF CRAFT FOAM THAT BIG?! ...and for that matter, how am I gonna fit it into the building?
Kazuki Muto: Well, Kazuki's weapon, the Sunlight Heart lance, has less of a size issue than the Zanbato, but it IS still quite large. This is not so much the issue. The real issue is the complex design. cutting the shape of the lance is a big enough issue, and then there's all the indentations and the like... it's a VERY hard weapon to make, thus the reason why copping out and making a deactivated Kakugane sounds really appealing.
So yeah, each costume has issues. Probably not TOO hard to bypass, but... you know, it's just one of those worries.