Well, it depends on what area of the globe you are interested. The WeatherChannel has some 'world-wide' feeds , http://www.weather.com/weather/rss/subscription?from=homewxanywhere.  It may give you a feed with links to the actual info.

For locales in the United States, I use the 'hourly observations' feed from NOAA, http://www.nws.noaa.gov/data/current_obs/

Another newsfeed source is from the rssWeather, http://www.rssweather.com/dir/.

All of the above feeds work best with a custom xsl, as the elements from each vary.  Also, be mindful that the current newsfeed module doesn't really respect the rss element for 'TTL' and some site will ban your ip from receiving feeds that fetch more frequently.

Are you using a custom xsl file to transform it, or just the default DNN xsl?  I took a glance at the xml, and it does contain some cdata sections which will not render using the default xsl, so you really need a custom xsl for the feed.