Which Preposition Can I Use With Weekend(in, On, At)?

Preposition usage generally depends on what you specifically intend to say. It might surprise you but all three prepositions are used with "weekend". For instance you could say "in the weekend fighting". In this sense you would refer to fighting that took place over the weekend. Or you could use 'in' to refer to a specific weekend. "Working on the weekend" is also acceptable. "On" would be used typically American English. However, "over the weekend" too would be used. While "at the weekend" often doesn't sound correct, it is typically British English.

You might want to try using "during" or "over" with "the weekend" if uncomfortable with other usages. If trying to convey certain dates you could use "on the weekend of ___"

Visit esl.about.com. To clarify any doubts.

I had to learn 52 preposition's in the 9th grade. Try to remember a preposition is at the beginning of a phrase and always has an object linked to it. The most commonly used prepositions are of, to, in, for, on, with, as, by, at and from.  You've heard the term object of the preposition.   I learned a trick that helped me remember a lot of prepositions.  Try this; if you can place the word before bridge, or do it to the bridge, it's a preposition.  It has to make sense.   Here are some example's.  At the bridge, under a bridge, through a bridge, up a bridge, down a bridge, of a bridge, about a bridge, around a bridge, against a bridge, on the bridge, beneath the bridge, to the bridge and for the bridge.
In this case the object is weekend.
I watch my favorite television show's on the weekend.