I was just about to fire back: "No way. That quip originally applied to New England, and it was made by Twain." Wrong on both counts, as five minutes of Internet sleuthing established. Twain did say some beautiful, true things about New England's weather: http://www.islandnet.com/~see/weather/arts/twain1.htm
The funny thing about the saying you mentioned is that if you Google "dont like weather wait" you'll see that just about every locality in North America has claimed it for its own, from Austin to Cape Hatteras to Cincinnati to Bangor to Cape Breton.