Third Person Weapons

I have a questions about third person weapons.
How should I build my weapon model/prefab and player so that I can animate them together in 3DS max (for example taking the clip out and putting a new one) and still have them like separate objects in Unity? The only thing that comes to my mind is combining the character with it's Biped skeleton with the weapon models with their bones in 3DS Max and then exporting them to Unity, but combining everything's what I'm trying to avoid.