The Sticky Bomb is a tar-coated Ghost Weapon that clings to whoever or whatever you hit before going off. It works in loud samurai fights too, letting you blow up one target and the people standing near him.
Equip it with R2 and up on the d-pad, aim with the left stick and throw with R1. It sticks to the target, so you don't need to lead a running enemy.
Throw it at a tough enemy standing in a group, like a brute or a shield wall. With Explosive Powder, the person you hit dies outright and the larger blast hurts everyone close by. Take Guarded Throw first if you like throwing at close range.