The phrase in Russian for the weekend is выходные дни, although they usually leave the дни part out. To do something "on the weekend" you use the preposition в followed by the accusative case. To make plans "for the weekend" you use the preposition на followed by the accusative case.
| В выходные я не люблю ездить на работу. | I don't like to go to work on the weekend. |
| Мы поедем в Киев на выходные. | We will go to Kiev for the weekend. |
Nowadays you will often hear на выходных instead of в выходные, but that is considered conversational style, not literary style. This is a place where the language has been shifting. I expect by 2020 we will probably mostly hear на выходных.
Another quirk is that Russian has borrowed the word "weekend" from English. This raises two issues: how to transliterate the word, and with what preposition and case the word is used. As to what is considered the correct spelling, as of 2005 the form уик-энд is considered correct for literary purposes. See this article (mirror) for details of the reasons behind that statement.
A search on Google today (Oct. 29, 2007) found the following distribution of hits on various transliterations and case choices:
| Case | Phrase | Hits |
| Accusative | в уик-энд | 14,600 |
| на уик-энд | 62,200 | |
| в уикенд | 8,300 | |
| на уикенд | 24,600 | |
| Prepositional | в уик-энде | 243 |
| на уик-энде | 1,700 | |
| в уикенде | 366 | |
| на уикенде | 1,270 |
From the hit distribution it seems that most writers of Russian on the web opt for accusative case instead of prepositional, and they opt for the currently "correct" spelling. Although I haven't done a careful analysis, I suspect that the на + accusative phrases are mostly used in the "for the weekend" sense, and the в + accusative phrases are mostly used in the "on the weekend" sense.