Try the guide on gamefaqs.com - there are a lot of different weapons available from selling various parts. Generally most of the parts are from common monsters and they will be can be obtained via killing, stealing or poaching.

There are 3 basic ways to get items - kill, steal and poach. Killing is fairly simple, just keep killing monsters of the same type to build up a chain. The higher the chain goes the more likely they are to drop an item when you kill them. Some items are more likely (or only) drop when you have bought a certain grimoire from the bazaar. These grimoires only appear when certain conditions have been met.

Method 2 is stealing, you need someone with the steal skill to make the attempt. Setting up a gambit is a good idea. IIRC the game will tell you if there is nothing to steal.

Method 3 is poaching. This is also done via a skill - however I think poaching requires the enemy to be in critical condition first (ie. HP < 25%).

A lot of different items can drop the different items - check a guide for what is available to you.