I'd start by wiping the chain off; I always collect a lot of road grime on my chain (and frame, and wheels) when I ride in the rain. Or while the roads are still wet.
Unless I'm feeling particularly lazy, I'll re-lube after a heavy rain. If I am lazy, I'll listen for a squeaky chain. Of course, that depends on how heavy is a heavy rain? My heavy rain is at least half an inch of rain in an hour.