Minecraft wiki entry for Weather, associated text: Rain and snow still falls above the clouds. Notch's explanation is that the gray above the clouds during a storm is “another layer of clouds” and the origin of the rain.[11]
Rain and snow are both considered the same weather effect by the game. This explains why there is no /weather snow command.
Rain and snow actually fall one block into the void (Layer -1). This can be seen in Creative Mode by floating in the Void. Note that no particles are emitted from the rain, due to the absence of a block below it for it to fall on.
Lightning does not have an image file associated with it. Thus, it is coded directly into the game engine, allowing for dynamic, realistic lightning.