As I see it there are two kinds of weather programs. There are the 'pretty' weather apps with beautiful animations and graphics that are somewhat short on in-depth data, and there are the apps that dive very deeply into data like precipitation totals and trends. Then there are a lot of in-between apps that try to blend both approaches.
Put WeatherBug Elite (US$1.99) in the 'plenty of information' category. It packs just about everything you would want to know about the weather into a few compact screens, and touching portions of those screens often brings up even more data.
The newest incarnation of WeatherBug Elite adds My Storm Tracker Alerts, which are updates on the proximity of lightning, and it gives you a threat index based on your GPS derived location.
The app also provides Dangerous Thunderstorm Alerts (DTAs) which monitors high winds, hail, tornadoes and large volume rain rates.
The app features live cams in your area, so you can actually see the weather, and of course there are radar plots and extended forecasts.
You can add several locations to monitor for weather, or you can drop a pin on a map to get current weather at that position. As you travel, the app will provide weather for where you are using the iPhone GPS, so you don't have to enter that information. Weather alerts can be shared on Facebook.
This app is about as complete as a weather app can be. It is for iPhone only, but there is a separate version for the iPad which we have reviewed favorably in the past. There is also a free version of WeatherBug for the iPhone, but it is not as feature rich and is ad supported.
WeatherBug Elite requires iOS 4.2 or greater.