1. I was upset with what he said.

2. I was upset about what he said.
3. I was angry with what he said.
4. I was angry about what he said.
5. I was angry at what he said.
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Are they all grammatical? Which prepositions do we have to use? Is 'with' is commonly used?

I'd use 2 and 5. The others re OK, but 2 and 5 are preferable.