I'd say that HD 189733b is a good candidate for the most extreme known weather on another planet (outside our Solar System).
According to some recent news accounts, the atmospheric temperature is believed to be over 1000° C, with 7000 kph winds. (For comparison to the data in Rory Alsop's answer, that's about 1900 meters per second.)
And it rains molten glass. Sideways.
UPDATE : As Guillochon points out in a comment, HD 80606 b likely has even higher winds, though they're not continuous. It's a Jovian with an extremely eccentric orbit. Quoting the Wikipedia article:
Computer models predict the planet heats up 555 °C (1,000 °F) in just a matter of hours triggering "shock wave storms" with winds that move faster than the speed of sound, at 3 miles per second.
which, in civilized units, is about 4800 meters/second. Probably no molten glass rain, though, so it's not clear that it's more "extreme".