This All Weather Station from Honeywell not only keeps track of every aspect of the weather where you are, it receives weather warnings from the National Oceanic and Atmospheric Administration (NOAA) that lets you know when serious weather is approaching.
The $350 system gets its information from wireless instrumentation you place outside, including an anemometer, rain gauge and temperature/humidity sensors, and it can receive a signal called SAME (Specific Area Message Encoding) that gives you an audible alarm when you're in for some heavy weather. It also shows you the accurate time by communicating with the atomic clock in Colorado. You can even connect the weather station to your PC via USB, and it includes software that lets you store weather records and keep track of weather trends using the data you've collected.
This comprehensive weather station is quite pricey, so you might want to take a look at a slightly less elaborate $160 weather forecaster with a 3.8-inch color LCD, or a cute cube-shaped weather alarm clock that gives you the temperature and an approximate forecast for just $18. Whichever one you pick, it's reassuring to know exactly what the weather is up to, and whether that roaring noise outside in the middle of the night is a killer twister bearing down on you or just your neighbor's kid cranking up his subwoofer again.