I prefer rain over sun, because I'm susceptible to heat stroke and/or migraines, and it gets worse over time leading vomiting, and then to fainting. It doesn't even have to be very hot, I just don't get along too well with that ball of gas. Whenever my mom had me do yardwork, I would swear she was trying to kill me.
On a mood level, rain is a lot more calming, too. Grey skies put me in a more reflective mood, and they make me really happy. I don't even mind walking in the rain, getting wet isn't an issue unless I'm carrying important documents. Of course, the draw back is that it makes you look raggedy when you're trying to show up somewhere professionally.
Oh yeah, rain also keeps insects at bay, most of which I hate with a passion. I'd almost rather travel for miles on foot on a rainy day to run errands than dodge wasps and yellow freaking jackets every couple of steps.