As I see it there are two kinds of weather programs. There are the 'pretty' weather apps with beautiful animations and graphics that are somewhat short on in-depth data, and there are the apps that dive very deeply into data like precipitation totals and trends. Then there are a lot of in-between apps that try to blend both approaches.
Put WeatherBug Elite (US$1.99) in the 'plenty of information' category. It packs just about everything you would want to know about the weather into a few compact screens, and touching portions of those screens often brings up even more data.
The newest incarnation of WeatherBug Elite adds My Storm Tracker Alerts, which are updates on the proximity of lightning, and it gives you a threat index b