Going back to the OP, can we get some more input as to that this character's concept is?

From what you've said I'm imagining much more of an Iron Fist (of Marvel's comic book series: http://en.wikipedia.org/wiki/Iron_Fist_%28comics%29) than a Doctor Strange.  Does the player want to have great butt-kicking hand-to-hand abilities or is he really a wizard?

Thanks everyone for the great feedback! 

To give a bit more perspective on the player concept.  He is looking for basically a Native American Shaman (he's actually a card carrying member of one of the Alaskan tribes, so he is bringing in a lot of their mythology and cultural background).  He originally describe his character as more of a medicine man, but it seems to have been morphing into more of a melee fighting shaman.  I am leaning towards recommending that he custom build this, by taking claws as a number of people have suggested (probably with flavor text indicating that it's ice that forms ) plus I was thinking maybe a spirit form / astral projection (perhaps something along the lines of the Black Court gaseous form, but maybe more restrictive, like his body still exists and can take damage, he can only project to a certain range, etc) 

Hey guys,
I ran the first session of a new Dresden Files game last night, and there were a couple of things that I was confused about and wanted to get some expert advice on:

1) When you have players in a zone who are fighting NPC's can the players leave the zone at will?  Is there any sort of opportunity attack allowed on the part of the bad guys when a player moves out of melee range? 
2) I have a player who wants to be a magic user who can do things like create weapons for his hands.  I realize this is biomancy, but I couldn't find a lot of information on how to stat this up in the book, could someone point me to a reference?

Thanks in advance!