My vote goes to "on the weekend." Like Schintom86, I have never heard "at the weekend" used in the U.S.Schintom86 said:Haha, I have never in my life heard someone say "at the weekend." But then again the Brits are the ones who invented the language, who can argue.
But if you come to the United States/Texas I would say "on the weekend" only.
I do not think it is "incorrect". You may not use it, but I have many many grammar books and every one of them (all produced in Europe) cite the British usage as being "at the weekend" , and the "American" as being "on"....Luccent said:"at", is an incorrect preposistion to use.