Season one and two (I'm only about halfway through season two so far) his main sidearm is a Sig P226, I think he has a HK USP for a few scenes in the last episode of season one and maybe some in between.
Pretty sure later on in the series is a HK USP Compact.
I must say I like his style.
I have a pretty sweet airsoft KSC USP Compact and just ordered for my main sidearm when I go airsofting a KSC USP .45 fullsize and a Shooter's Design metal slide and barrel w/removable threads. Just thought I'd add that little tidbit, I just ordered that stuff today and am totally stoked.