Put on waterproof shoes and a waterproof jacket, get an umbrella, and take a walk. (OK, not if it's really pouring, or if I'm feeling tired). It's kind of fun and the air feels and smells nice.
From "That Hideous Strength," by C. S. Lewis:
"That's why Camilla and I got married," said Denniston as they drove off. "We both like Weather. Not this or that kind of weather, but just Weather. It's a useful taste if one lives in England."
"How ever did you learn to do that, Mr. Denniston?" said Jane. "I don't think I should ever learn to like rain and snow."
"It's the other way round," said Denniston. "Everyone begins as a child by liking Weather. You learn the art of disliking it as you grow up. Noticed it on a snowy day? The grown-ups are all going about with long faces, but look at the children - and the dogs? They know what snow's made for."
"I'm sure I hated wet days as a child," said Jane.
"That's because the grown-ups kept you in," said Camilla. "Any child loves rain if it's allowed to go out and paddle about in it.”