First time I finished dark souls 1 with this weapon. Since then I used Zwei for my first build in DS 2, and DS 3. It is some kind of tradition although of that I prefer fast dexterity builds now. I simply like the look of this beast.
It's exactly the same for me. Used the Zweihänder on the first run for every souls game. It's something you would choose to kill big monsters while still being physically able to lift it in real life. And it just looks plain awesome.