Well to correct the above, if they don't have a weapon at all they will pick one up off the ground, but you can not trade gear with them. So best figure out what you want before you revive them.
You, like me when I got dead thrall have probably passed the point where you could do this, but the best one I've heard was to revive...
College Spoiler
Spoiler The arch mage. He apparently summons a storm atronach in combat not to mention doing a lot of magic damage.
Or revive a necromancer, so they can revive even more dead bodies for you. You could have a small army of undead.