Is it raining or snowing outside? Prepare an indoor picnic for you and your date. Make some sandwiches and chips, pack a few sodas, grab the blanket and head to your living room or basement.
Enhance the mood if you have one of those nature cds... or if it's raining, crack a window so you can listen to the rain without getting wet.
It makes for a fun and creative date when the weather isn't playing nice.