I use power walking as my primary exercise during the summer months.
I think adding ankle or wrist weights is a VERY bad idea, especially ankle weights, which can throw off your natural stride, and cause stress to the knees and hips.
Wrist weights or dumbbells, if heavy enough to have much effect, can put unnecessary strain on the elbows and shoulders. If you tire during your walk, you can't just get rid of them.
Why do you want to do this?
If you are thinking of doing it to get more arm work, then a resistance cord set-up (like Walkers Warehouse offers) would be safer. Or even better: build the muscle in your arms with weight work outside of your walks.
If you are doing it to burn some extra calories from the extra weight, a better solution (and one that I use) is a weighted vest (or even a weighted belt: some ankle weights can be joined together to make a belt, like the Ironcore ankle weights).
If you want to add intensity to your walks, try race-walking techniques, which involve 90% of the muscles in your body: keep arms bent at about 90%, keep elbows tight to the body, and pump the arms vigorously from a back position of thumbs just brushing the waist, to a forward position of hands coming up about chest height (no higher--it looks silly, even sillier than race-walking technique
- and again puts unnecessary strain on the shoulders). You will feel this in your back and upper body.
HTH!