Australia Almanac
Historical rainfall averages, wet days, temperature, etc. for the world down-under. From the Austrialian government server.

Excite Weather Almanac
Average temperatures and precipitation for worldwide cities. The exact same functionality can be found at Webcrawler.

Global Daily Weather Summary
Daily global surface data including over 1,000 U.S. and 7,000 international stations from 1994 to present. Includes temperatures, precipitation, pressure, visibility, and wind information. From the NCDC.

Global Monthly Weather Summary
Monthly global surface data including over 1,000 U.S. and 7,000 international stations from 1990 to present. Includes charting feature for precipitation and temperature data. From the NCDC.

The Old Farmer's Almanac
Long-range U.S. weather forecasts for the next 9 months, including a detailed forecasts for this month and next.

Utah Climate Center
Daily historical weather records for thousands of worldwide locations. Not terribly user friendly, but probably the most comprehensive.

Weather Underground
Find the exact historical weather conditions for your location. Search for current weather at the location. At the bottom of the page you'll find a historical weather (past 5 years) drop down box for the weather on a specific day including daily minimum, maximum and average temperature, precipitation, wind, dewpoint and more.

Weatherbase.com Best of the Net
Fantastic site including historical data for over 5,700 sites worldwide. Also includes a unique vacation weather finder -- four steps to the weather you want on your next vacation! -- as well as a glossary and calculators.

Weatherpost Historical Weather Database
Historical temperature and precipitation data for 2,000 cities worldwide. Can present data in U.S. or metric units.

The Weather Channel Almanac
Check your travel destination's historical average for rainfall, snowfall, high and low temperatures and other climatology information.