We are having a November day. Everything outside is grey and dreary, with a lazy rain pitterpattering on the gutters and the stark, silver branches dripping - though the Christmas pig our neighbours erected in their yard kind of ruins the effect. (Seriously? A pig? In a Santa hat? You have to be kidding me.) But all in all, it's a day that represents November and makes you want to curl up with tea and a blanket and a good book. Preferably not a Geometry book.
Weather is a poignant thing, and a few good words concerning it can create atmosphere in a scene like magic. It could be rain, or it could be fog, or it could be full sunshine, or it could be a peek-a-boo pattern of light and clouds, but whatever it is, it is important to the life of a scene and should be treated as such. You can't just arbitrarily decide that the day is sunny or the night is dark and stormy; you've got to know that the day is sunny, and it has to be sunny with a purpose. Otherwise the descriptions will turn out bland, unimportant, and perhaps even invasive.
There are two main things to consider about blending atmosphere and purpose. The first is correspondence. To go back to the example of a dark and stormy night, what is the cliche supposed to signify? Drama, of course. You know - "It was a dark and stormy night. A door banged. The maid shrieked. A ship appeared on the horizon." To be more literary, when A Wrinkle in Time starts out with that sentence, you see Meg Murry in her attic room, scared out of her wits as she thinks about the wind and the rain and the tramp who has been stealing things around town. The weather mirrors her emotions; this is correspondence.
I went for correspondence in the title of my story Sunshine and Gossamer. (Actually, the title came before the plot, but still...) The mood of the novel is light; it's a children's story, of sorts, and I wanted it to be in the style of Daddy-Long-Legs or Dew on the Grass. Therefore, I wanted some whimsy in the title. Other forms of correspondence might be rain at a funeral; sun at a wedding; or fog around a haunted house. Put bluntly they sound cliche, but with the right touches they can be pulled off - just like the beginning of A Wrinkle in Time.
The other option is contrast. This is where you take the cliche and turn it inside out and on its head, making the sadness of a funeral clash with a sunny day, or turning a wedding whimsical or ominous by placing it in the rain. The death of a character can be made even more terrible by contrasting it with a gorgeous summer day and by making the protagonist feel the grossness of that contrast. I wanted this in the scene in The Soldier's Cross when Fiona is informed of her brother's death; I wanted two worlds to clash there - the sunlit world she had always known before and the dark chaos of the life in front of her. A rainy day wouldn't have conveyed the message with the same pathos.
Both methods are useful in any story. It is possible to try too hard to use the principle of contrast when having weather correspond with emotion would do just as well; it is also possible to err on the side of the cliche. As with all things, balance is important. Take time to consider the atmosphere as you write each scene; you may not end up using the weather, but it is good to know things outside the immediate sphere of the written word. After all, what you don't write is quite as important as what you do write.