I have a Kensai and I'm wondering if it is worth it to put a second pip in single handed style.

I am wondering because Kensais cant wear armor so the +1 to AC might be worth it? or should I spend the next pip to grandmaster in katanas? (It's going to be a Kensai/Thief
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Of course you grandmaster your primary weapon as soon as possible. You have to spend at least two dots on proficiencies that aren't your primary weapon at character creation ... actually, what do your level and proficiencies look like as you're making this decision?
I wouldn't take two dots in single-weapon style myself, but that's because I'd go for dual-wielding if I wanted to focus on offense and two-handed if I wanted defense. Boosting your AC as a kensai is a losing proposition; instead, you should aim to prevent the enemy from attacking you at all. Long reach with a two-hander or stealth once you're a thief are the way to go on that front. Or, you go all-out offense and aim to kill or disable enemies before they can hurt you.
I might put a dot in single-weapon while I'm a pure thief, but that's a different matter. You have to spread the points out then, and can't invest in primary weapon(s).
I know but I finally did Grandmaster in katanas and have 3 pips in dual-wielding.
ALSO: you can still backstab if you are dual-wielding right? (I know it's a dumb question but I've never tried.)
That said - what are you using in your off hand? It's probably not a katana - so investing some proficiency points in it is a good idea. Actually, probably a better idea than the third point of dual-wielding unless you switch between multiple off-hand weapons regularly.
I have a katana (Celestial Fury +3) in my dominant hand what would be a good second weapon?
Belm (scimitar) or Kundane (shortsword) are the usual 2nd hand weapons chosen. They're the ones that grant +1 attack with the main hand. However, there are lots of other weapons that you might want to substitute on a situational basis because of granted immunities.
Should I wait to dual class until I grandmaster in shortsword as well?
The rules on investing proficiency points as a dual class X-Y:
- While you are a pure X, you may invest points as an X.
- After you dual, you may invest points as a Y. Any weapons that you can't use at all because of ethos restrictions from class X (such as ranged weapons for a kensai-Y or bladed weapons for a cleric-Y) remain off limits.
- When you complete the dual, and the class level of Y exceeds the level of Y, your proficiencies become whichever is greater between X and Y.
- Any further proficiency points gained after this point may be invested as the less restrictive class, with the exception of weapons banned by ethos. If either X or Y is a fighter, you can invest up to grandmastery.
Of course, for a warrior class, this is really limited by what your pip situation is. This is obviously best for multis, where you're only getting the two pip max, but it can work for duals as well, depending on what level you switch to.
I.E. You spend your first points as Kensai on Katanas and two-weapon style. Possible to get five and two at level 9, which is considered an ideal dual point. Then with thief you'll have four points to spend before you unlock the full dual, you can easily grab three pips on quarterstaff and one pip on two weapon style (the second pip there is useless for just backstabs). With your additional points you can then either get the third pip in two-weapon style, not super significant, or continue to push the staff mastery. You can be maxed on all the things you need by level 20 thief, which will probably be late SoA.
A secondary benefit of going this way is having access to a blunt backup weapon as well, one you're proficient in. A third benefit is that quarterstaves of high enchantment have early availability in the saga.
On the other hand, if you jump straight from level 1 to level 10, you invest the level 4 and level 8 points under fighter rules. You've completed the dual when you get those two proficiency points, so you can put them both into staves.
You can get one point in each thing, which gives you a good headstart. This is what I should have said. That can still be a strong way to enter the dual imo, and once you get the second point, shortly after (lvl 12), that's the main power increase from proficiencies. And can still happen early in SoA in my example.