The Weather Network (can't help me now)

As Canadians, one thing we do really well is talk about the weather.  And it's not mundane chitchat either - we are really good at figuring out meteorological minutiae and discussing them at length.  So, to continue that long-standing tradition, here we are:  the weather in Regina is what I like to call CRAZY.

I woke up to a blustery, overcast, and dreary-looking day.  The clouds were so ominous looking, I left for work a half hour early just to beat the inevitable downpour I imagined was approaching.  Cursing my lack of preparation by not bringing an umbrella with me to this province, I trudged to work anticipating a wet, wet morning.  Imagine my surprise when I get to work and within an hour the clouds had cleared up and the sky was beautiful again!  What gives?  Back home, we would have been flooded out by storm clouds like that.

When I told my co-workers this tale, and wondered if I should purchase an umbrella for future rainstorms, they all laughed at me. Really hard.  Apparently this time of year is all about wind and clouds and chilly temperatures in the mornings and evenings, but there's never really any rain to accompany them.  I was told that a real Saskatchewaner would NEVER bring an umbrella out with them this time of year, mainly because there wouldn't be any actual rain, but also because if there was rain, it would bring with it such gale-force winds that no umbrella could stand up to that kind of torrent anyway. 

Well.  I am thoroughly bemused, and am also resolved not to go out and buy an umbrella - I want to fit in here, dagnabbit!  So, if I happen to return to Ontario a waterlogged mess you now know the reason why.  But I still have absolutely no idea how to dress for the weather here.  Six changes of clothes for any meteorological eventuality?

Comments and fashion suggestions would be greatly appreciated.