Sex in the rain can be absolutely spectacular. There are a few things to keep in mind in this situation, however:
First-It does need to be a warm rain. Cold rain is harsh on guys. I mean, there's only so far a scrotum can shrink, never mind trying to hold a hardon.
Second- If you lie down, make sure you don't have to talk to anyone's parents before you get cleaned off, because unless you're on the pavement (which can be downright brutal for whoever is on the bottom, or both people's knees if tried doggy-style) you WILL GET MUDDY.
Lastly- always remember that you will be forced to do this outside, being that it doesn't usually rain indoors (unless there's a hurricane or tornado, where you probably wouldn't be having sex, anyway), you will be forced to find a semi-remote location, or at least one with no pedestrians.
Happy hunting...and stuff...!