Do you want free or a monthly subscription?
I use My Cast (well I did but since I am running a beta 4.5, it won't work). I really like My Cast. My Cast is $3.99/mth on my at&t bill.
Accuweather is another good application. I haven't used it on my BB because all the trial versions would not work without a key, go figure.
I have also tried the trial of The Weather Channel, while it is good, the radar is too small.
Weathereye is a good app if you do not care to have the radar but I prefer a good application with radar and most of them are monthly subscriptions.