Shake comes with a rain macro
Cookbook Extras/macros/rain
Might help.. although it's really LASHING rain.. might be good for background rain.
Smoke I used a Photoshop image, generated a cloud image from the filters and maxed out all the blacks... added a warper to it so looks more turbulant, along with a Move2D. For more serious/complex smoke you're better off getting footage shot on a black plate and again max it out.
All really depends on the look you want 