Riding in the rain is partly a mind game: you have to let yourself get chilly and wet when common sense says get out of the rain. I wear a rain jacket (inexpensive lined one from Lands End) and wool socks with my skateboard shoes. I ride everyday regardless of the rain or wind because once you've ridden in bad weather a few times, you don't mind it as much. On warm rainy days I wear my windproof jacket because over 5 Celsius the rain jacket makes me sweat way too much. I change into dry clothes once I get to work or go home.