first of all, you needn't start the game with -game joequake coz the joequake directory is already in the path list as it's added automatically.
As for the textures, put all the hud related stuff into textures/wad dir. It _should_ work from there as it does for me. The menu related stuffs should go to /gfx dir, but NOT inside /textures, just a separate /gfx.
Charsets should go into /textures/charsets dir but this is a new thing which only works with this newest version of JoeQuake. Previously you had to place a charset.png (or .tga) into the /joequake dir, but now you can change it dinamically during the game.
Weapon textures... well this is a good question
I was browsing alot in the fuhquake forums and found some links, downloaded a few, but there are no exact links, at least not in my memory. I try to collect and tell you some if I found.