YoWindow is an interesting Windows desktop application that displays live weather data and weather forecast right on your desktop screen. Furthermore, you can set YoWindow as default screensaver.
I have downloaded the free version and tested it. It looks pretty good and automatically detected my default location faithfully reporting and reproducing the local weather conditions on screen.

Quite attractive to look at.

This free version allows you to enjoy the weather forecast up to 3 days only and add only 2 locations.
[ame="http://www.youtube.com/watch?v=QItLw-0LFOE"]YouTube- YoWindow weather monitor[/ame]

Link and download: Free weather screensaver, desktop weather, weather widget