I started over my playthrough with the express purpose of gathering all of the "alternate" versions of the weapons that raocow isn't choosing. I'm also doing things a bit out of racoow's order - mainly because I find Reimu's stage easier than Cirno's, and I want to gather more firepower before tackling Youmu's stage (I realize Youmu's weapon seems to be Reisen's weakness but Reisen herself didn't seem all that difficult a fight even without having her weakness). So I've cleared Reimu, Cirno, Sakuya, and Reisen so far. The alt-weapons:
Marisa/Reimu: Reimu's bouncing yin-yang orb. Essentially it's exactly the same as the attack Reimu uses during her boss battle, except the orbs disappear after several bounces. They do a lot of damage and mow through multiple enemies, but are slow and the trajectory's awkward. I mainly use it to drop on foes below me, to fire off several when I'm feeling overwhelmed from the front, or as a pseudo-melee so long as I'm slightly above whatever it is I'm "melee"ing.
Marisa/Cirno: An ice gatling gun spray, forward in a cone shape. If you've played Axiom Verge, it's the Shards weapon (except longer range). Energy consumption is pretty low and you can hold down the button for rapid fire. The shards don't pierce multiple foes however. I've used this a few times but not as much as the other weapons.
Alice/Sakuya: Four knives thrown forward in a spread pattern - two going up at different angles, two going down at different angles. The knives pierce multiple foes, are fast, and deal good damage. Not nearly as flashy as Marisa's time-stop but it's getting the job done quite nicely. It's not really an anti-air though as the angles aren't sharper than, say, 40 degrees. I'm still lacking a good option for handling foes above me.
Alice/Reisen: A set of bombs thrown forward in varying arcs, which explode on contact with a foe or the ground. Explosions persist for a second or so. I haven't played around with this yet but I presume the persisting explosions can rack up multiple hits.
At the end of my fight with Sakuya, when she starts spamming bullet/knives hell all over the screen, I legit felt like I was in a proper Touhou game what with having to fit my character's tiny hitbox in between a variety of oblique-angle slow-moving projectiles - I was almost entirely out of resources and within one hit of losing for both Marisa and Alice. Just barely pulled off the win, and man it felt good.
I also found the game's equivalent of a W-Tank (a blue "energy tank") in Reisen's stage, which when used restored both characters' sub-weapons to full energy. Found it by walking through a suspicious false wall into a "side room" with multiple Tewis manning invincible spray cannons. So yeah, false walls are apparently a thing in this game. (Like in Stone Man's stage from Mega Man 5.)