I just came upon this interesting article on /. pointing to a statistical evaluation of the forecasts from 10 different internet forecast channels that have weather predictions for the USA.
Pretty useful for anyone living in the USA to try and figure out where to go for their weather forecasts I would think.
I am happy to also be able to give the advice in this case, stay away from Microsoft products, MSN weather turns out to be pretty much the worst in that evaluation.
Still I think getting to know the basics of meteorology and then study what is going on at the moment and why the predictions were made the way they were is an even better option if you are really dependent on knowing the weather. That way you have an idea of possible scenarios and know how to read the skies and other signs when you are outdoors and can take your precautions.