There are several ways for a DW DK Tank to do weapons.
2 Tanking Weapons - more stamina and more tank stats.
2 Slow DPS Weapons - more threat, but less stamina/tank stats.
1 Slow DPS Weapon/1 Tank Weapon - mix of both.
I have done it all, and I personally perferred 2 Tanking weapons when I DW tanked, but part of it could be is when I did use DPS weapons, even with nothing but melee strikes, the other tank sometime had issues with keeping threat from me. Hell I had recently did ToC25 and I had to stop attacking completely, because with just auto attacks I was pulling threat back from the other tanks after they taunted (when I was using dps weapons).
So I don't know why we are talking about DK mechanics, the OP is a warrior. To answer the question - it's up to you. You do not have to use a tank weapon all the time, personally I typically have 3-4 weapons in my bags like a golf bag. For any encounter where survivability is a factor, you'll want a traditional tanking weapon. DPS weapons (especially slow ones) are handy for situations where burst threat is useful (e.g. trash, add fights like VDW) because they make devastate hit hard, and because of the dps stats on them.