Rain Gauge - Measure rainfall - Jameson's Lab
Visit Scholastic for a printable to go along with your rain gauge!
Wind Vane - Measure wind direction - Weather Studies
Anemometer (paper cup) - Measure wind speed - Instructables
Anemometer (different design) - Science Fair Projects
Barometer - Measure atmospheric pressure - HowCast
Thermometer - Check the temp! - JumpStart
A variety of weather experiment videos - DIY: Meteorologist