Here's a list of the most convenient katana spawns:
You can't pick up a katana from Ammu-Nation but you can find quite a few out in the wild. Not only is the katana a fast melee weapon that can end enemies in a few strikes, but it also has a long-range swing and does tons of damage. Luckily, it's not hard to get either, with CJ able to grab it within the first few minutes of the game. You'll want to fill your melee weapon slot with something, and the best in the game is easily the katana.
