You have all sorts of tools to let you know when it's going to rain, but if you really want to make sure you're prepared, Device Plus has a guide for creating a umbrella stand that sounds an alarm if you try to leave the house without your umbrella when rain is in the forecast.
The brain here is a Raspberry Pi, but the system works because of a sensor that sets off an alarm when you open the door and the forecast includes rain. It's a clever, albeit over engineered solution to a common problem.
Still, if you're always forgetting your umbrella, it can make your day a little nicer. Head over to Device Plus for the full guide.