Dua for Rain and Thunder

At the time of rain:

اللَّهُمَّ صَيِّبَاً نَافِعَا

Allaahumma Sayyibann Naafi’aa

“O Allaah, (bring) beneficial rain clouds.”
(Bukhari – Fathul-Bari 2/518)

After it has rained:

مُطِرْنَا بِفَضْلِ اللهِ وَ رَحْمَتِهِ

Mutirnaa bifaDlillaahi wa rahmatihi

“It has rained by the bounty of Allaah and His Mercy”
(Bukhari 1/205, Muslim 1/83)

At the time of thunder:

سُبْحَانَ الَّذِي يُسَبِّحُ الرَّعْدُ بِحَمْدِهِ وَالْمَلَائِكَةٌ مِنْ خِيفَتِهِ

SubHanalladhii yusabbiHur ra’du bi hamdihi wal malaa-ikatu min kheefatihi

“Glory is to Him Whom thunder and angels glorify due to fear of Him.”

[Whenever Abdullaah bin Zubair radhiyaAllaahu anhu would hear thunder, he would abandon all conversation and say this supplication. See al Muwatta 2/992.
It was graded authentic by Al-Albani as a statement of Abdullaah bin Zubair only.]