Video

http://www.youtube.com/watch?feature=player_embedded&v=OrNxf3VzP4g

How to do it

Open up a new event and name it something catchy like "Looping Weather". Set it to Parallel Process (VERY IMPORTANT!). Decide whether or not (no pun intended) you want your little guys to freeze to death or get soaked. Do this by selecting Set Weather Effects on the 2nd page. We'll want to start the power somewhere near 1. Determine how long you want the weather to remain in this state. 500 is the number I use in the video.

Copy and Paste this command to your hearts content and make sure to adjust each one up a level or two. It is completley up to you how long you want this to last and how steady of a progression you wish to have for your weather loop. If you are using Rain and it reaches power level 9, you can achieve over 9000 by changing the weather effect to Storm. (terrible joke, I know :/ )

Once the Weather is a strong as you want it, determine how long you want it to last at that strength then Copy and Paste everything you just did, only this time in reverse. This will allow you to bring the weather back to where you started. After that, make sure you hit apply and then let the magic work! No other commands needed. It will loop on its own.

Small problem!

This weather will last across all maps! To change this, create another event in the map you wish to have no weather in. Set this one to Parallel Process as well and name it. Make sure you Set Weather Effects to "None" and use a Break Loop (last part probably isn't needed but it certainly doesn't hurt). If you applied and Background Sounds during the last event, make sure to also add in a "None" for Play BGS. You can also do the same for Play SE.

Conclusion

There you go! If you would like to know how to modify this weather for other patterns later on in your game, the end of the video tutorial explains how to do this. I hesitate to put it here in the post simply because it uses switches and I don't fully explain how they work.