As a self-confessed excercise junky, I walk even though it's raining. I just have to go out walking every lunchtime, as I will not make it to the end of the work day, 5pm.
Today was pouring with rain and I couldn't go out anyway as I had a lunchtime seminar... so I just nicked out at 3:30pm when it stopped raining (don't tell anyone!!). Usually, I just grab my umbrella and take off (sometimes literally if it is windy!). It's like when you see smokers standing out in the rain to have a smoke.., they'll do anything to get that cigarette, even if it means getting rained on
So, I can highly recommend getting on the wet weather gear and taking the rain head on
Apart from that, when I'm home, I have my treadmill and cross trainer at home, or else I go to the gym...