The Weather Channel This is free, simple to use, and has interactive maps. Uses GPS to tell you what the weather is where you are. Great widgets as well.
WeatherBug This free app is amazing - as long as it's working. Buggy and freezes, but has great graphics and weather for thousands of locations around the world - plus 7-day detailed forecasts and live camera images from weather stations.
RadarNow! This free app is great if you're a visual person and like looking at radar maps. It's super-fast and easy to use.
AccuWeather This free app uses GPS to give you your weather (also has radar and worldwide forecasts). It's a bit slow to load though.
Rain Alarm OSM This free app will warn you about rain (or snow - any precipitation). Great if you are a biker or hiker or do other outdoor activities and want to know if it's going to rain on your parade.