I have just set up sage payroll as it should make things easier and more simple. When setting it up I only had a tax weekly option but we was on weekly pay. I had to start new pension group with provider which is easy enough to do but it has also caused a lot of issues that wouldn't be present if I could just chose weekly pay option, I'm sure there are lots of companies that pay weekly.
There is a way to pay weekly. You can set up weekly, 2-weekly, 4-weekly and monthly under the calender. Help centre can show you how to do it.