Rain Alarm pro - well worth the cost - alerts you to approaching rain
MeteoGroup - Weather pro - excellant, try the free version first
Met Office App - free and pin points your locations
Blitzortung Lightning - free lightning app
WindAlert - grabs wind data from wunderground and displays on a map
Cumulus Realtime - uses your own data from your weather station and shows it on your phone
Weather Models - shows you the latest GFS models etc - average, needs improving
yr.no - norweigian one - but gives local weather using gps position
Accuweather - allows you to have a weather related home screen - your screen goes wet when it rains
Wunderground
I,m sure there a few others