My one cat Chester loves watching the rain, he gets all excited like it's a bunch of little bugs for him to attack. He'll sit right in front of an open window in the middle of a thunderstorm, eyes wide watching the rain come down...especially if the water is running off the roof when it's really coming own hard....he's so weird.
Fudge doesn't mind the rain. He sits out there for hours sometimes! Toffee would much rather be curled up on a lap indoors when it's raining, though. Fudge flinches at most loud noises but for some reason thunderstorms have never bothered him.