Yeah, the "AE plug in rain" gave me a nice chuckle. I'm sure there are some nice procedural effects out there, but they can't get your actors wet.
One way I have seen it done:
Interior of a hair salon, big display window (probably ~10' wide) and a door next to that. Character looking outside at someone leaving in the rain.
They hung a long PVC pipe that was capped at 1 end and had many holes drilled along the length (the bottom half as hung above the window), connected a hose to the other end, then adjusted the pressure until it looked right. The rain was backlit, but can't recall the angle.