Weatherbug. I tried weathereye, but their selection of cities didn't have anything really close to me. I like Weatherbug's GPS "my location" feature too. Comes in really handy on the golf course if you're wondering where the rain is headed.
I'm a fan of Weatherbug EXCEPT that while it keeps my weather station as I've set it (great live conditions) it never saves the zip code I enter resulting in hosed up alerts. It always changes to a different, yet consistent, zip code after I close out of it. If anyone knows of a fix for that...