Minor Spoiler alert on HotDQ below.

So, my party are about to arrive in Waterdeep and level up to 5th.  The resident rogue/assassin is thinking of switching into warlock.  He's just thrown this at me so I am now looking to see what I can do with this.  He wants to go Hexblade.  I want a cool patron I can bring in that works for the campaign.

Any suggestions?

Thank in advance,
Blakey

Hexblade is the Patron.

Okay, maybe I have read this wrong all along but I'm assuming each Hexblade (and Arch Fey and so on) warlock could have a different patron.  e.g. The Fiend could be a demon or maybe a devil - if I was DMing a warlock with The Fiend I'd pick a particular one for that PC.  A specific patron.   The Fiend, and The Hexblade are (to me) vague titles.  I'm looking for a more specific and particular entity/power.

Am I completely off track with this?

I think you've got a little leeway. In the book it says the sentient weapon is the patron, but you don't have to run it that way (Ookatoa!). I'd say most Great Old  Ones would work just as well for HB, since their motives are ancient, detached, and inscrutable, as I imagine a sentient magical object's might be.

(Also, I cannot look at the title of this thread without thinking "Hotdog Warlock" please send help haha)

Do people usually give their PCs magical weapons at 1st level to represent the Hexblade patron? a la Blackrazor?     Or just a 'sentient' but otherwise useless sword?

It may not even have to be that. It may just be an ancestral weapon that bestows "Hexblade" powers to you over time, or some weapon gifted to you by a powerful being . Keep in mind that you are not actually getting ownership of a powerful artifact like Blackrazor at level one, so much as you have had a brush with that weapon in your backstory and have formed a bond with it, granting you the power to create a facsimile of it in the form of your pact weapon that starts off weaker and grows in power over time. 

Nice plan but my player has just thrown this at me so he has no ancestral weapon...

Maybe he finds a weapon with a spirit or some other power trapped inside it in some loot in the near future. The weapon doesn't have to be special other than that. Just enough to form a pact and get the power flowing.

The hexblade patron does not have to be on the warlock's person. It could be communicating over distance.

The sword could be diminished or something and "levels up" as the player does. Like, going with the Blackrazor example, maybe a player at level 1 finds Blackrazor who had been lost for centuries and, stuck without souls to eat, has weakened to being just a normal- seeming sword with a dreaming subconscious that the player can sometimes detect. As they fight and inadvertently feed it souls it grows in strength and maybe you slowly unlock its magic properties, like by level 6 it becomes a +1 sword, level 10 it becomes +2 and can cast haste,  etc. All the while it's mind becomes more and more present as well. 

Something like that? 

This is also true, the player could begin to have dreams or visions of some lost ancient weapon that calls to them and forms a pact in order to help find or free the weapon in the future.

The weapon could currently be in Tiamat's treasure horde and want to be released, either because it's good, or chaotic, or just bored.

Great ideas.  Thanks all.