I think the thing is either take them for a walk or go out with them - and don't give in until they go. I've always just stayed out with mine so they've understood that they won't be allowed back in until they do their business.
My two oldest would never dream of peeing in the house. If it is pouring, they will hold it and nap and never move - because they know the minute they move they are going outside (with me) and won't be allowed in until they go.
The 2 youngest don't even seem to notice that it is raining. Aaliyah was indoctrinated that she goes outside (no matter the weather) the first day she came home at 11 weeks. Consequently she accepts whatever the weather is and chooses to pee out in the open, even if it is raining. Ozzy simply has followed her lead and will also go to the center of yard in the rain. Ozzy and Liyah actually like to go out and play in the rain so they are a breeze.
Oh and all 4 of mine take walks in the rain (unless it is a deluge).