The best rainy weather album of all time is easily "DISINTEGRATION" by THE CURE!!!!!!! On this issue there can be no debate
Other good contenders though are Depeche Mode's Black Celebration, The Gathering's How To Measure a Planet (or any Gathering album, really), The Flaming Lips' Embyronic, Savatage's Streets, Slowdive's Souvlaki, Travis' The Man Who, Renaissance's Turn of the Cards, and Yes' Tales from Topographic Oceans.