For pre-technology settings, staves. Preferably metal.
For modern, near-future and near-past settings, hand-held type weapons. (Guns, lasers, phasers, whatever.)
For future settings, he can achieve some very interesting and violent effects with nanites distributed throughout his body.
For fantasy: Knives/daggers. Usually carries two daggers named Santa and Marina. They have nifty powers activated by crystal powder 8) Unfortunately, it's hard to come by and rarely used.
For modern: Knives/pipes/bats/whatever's available. In modern settings, my char uses a bit of street fighting and basically just uses whatever he can find.
For Future: ...no idea.
for past and present settings, none, werewolf claws and teeth are pretty handy, no pun intended. I prefer to get up close and personal, hopefully enough to throw someone with a gun or large weapon off guard.
for future settings, never really thought about it, but would probably be some sort of force-laser-blade-claw-thingys on my hands. i.e., claws =P. Teeth would remain unchanged.