Detachable things are always best. I do that in Warhammer 40K as well, using these amazingly strong magnets from thinkgeek. I attach one to the arm socket, and then the others to the fifteen different weapon choices I have for my Crisis Suits. This way, I can choose based on how many points I have in the battle and what exactly I'm up against. Okay, so the last one's cheating a bit, but that's part of the reason why knowing is half the battle.
"In a mad world, only the mad are sane." - Akira Kurosawa