It rains frequently where I live. I have no particular activity to which I turn when it is raining, although I tend to stay inside and do things on the computer (especially write or surf the internet) or read.
Sometimes though, especially late at night when it rains and I am awake, I open my window (if it is warm enough) and listen to the rain, meditating on its sound. This sometimes inspires me to compose poetry. If I am in the right mood, I put on She Wants Revenge’s short instrumental song Disconnect; the song has the sound of rain in the background, but listening to the music when I am hearing and looking at real rain brings the music a little closer into the real world. It feels a little surreal, but is generally soothing.