In Singapore the weather is always 32C/90F with afternoon showers, so I never needed something like this, but in Sydney this has rapidly become the most useful utility I've installed in a while! ^____^
Meteorologist is a free weather program for Mac OS X. It allows users total control over their weather viewing, including simultaneous interlaced weather reports from multiple weather locations, weather alerts, and much more.
When you install Meteorologist.app, it places a small icon in your Mac's menubar that displays the temperature and weather conditions for a city of your choice. Clicking it brings up a menu that tells you other fun weatherish things like wind speed, air pressure, dew point, visibility, hammerspace and the like, along with a colour weather map and three day forecasts.
Given this is an American app the default is to display data in Fahrenheit, MPH and the like, but its easily customisable in the same options screen you use to choose your city or cities. Its also less accurate than the weather app I use on the iTelephone that gets its data direct from the BOM, but its good enough.
There's a joke in there about Singaporean book shops being The Bomb, but I'll refrain.
GNOME: 1, Mac OS X: 0
Given I spend half my life on Macs and the other on various open source *nixes, I've come to really appreciate the simple weather status notification in GNOME, and have been frustrated by the Mac's Dashboard weather widget alternative.
I still think OS X should provide this functionality built in (as part of the clock, as GNOME does) but in the meantime this app works great.