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When Elmore Leonard puts down his rule about the weather, he's not really talking about all books in all circumstances, but a general rule. Sometimes, though, the weather IS the story, or at least the setting, and so it's a good idea to start with it: look at Carl Hiassen's Stormy Weather (hell, it's even in the title!).
And if your story is set north of the Arctic circle, or at the south pole, don't tell me you can't start with the weather...
It all depends on the novel itself. Weather can unnecessarily complicate a story and in many novels can be left out altogether. Look at Ian Fleming's James Bond books and see if you can find any weather at all. Not even in London.
I guess some writers fall back on the weather to set the scene at the beginning simply because they can't come up with something better on Page One. In which case, Leonard is right on.
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