Living in the UK I don't get much choice in the matter. haha. However I cycle come rain or shine. I have a windproof/waterproof cycle jacket for when it's heavy. It's lightweight and so I carry it in my back pack when necessary. If If I'm not taking a pack I just take the sleeves off it (they are removable) and still them in the jersey style pockets and then put them back on if needed.

I always have lights on just in case and take it easy on corners or painted tarmac. Otherwise I'm golden.