In reply to BarrySW19:
It depends if it's showery rain or heavy continual rain.
In showers the slate quarries are a good bet, friends of mine have done snakes and ladders in utterly diabolical weather. Climbing wise it doesn't really get going until HVS/ E1 although there are some easy sport routes too.
If it's light continual rain Idwal slabs may be a good bet, the top pitch of flying buttress would be pretty grim in the rain.
If it's raining heavily there will most likely be a pocket of good weather somewhere, www.yr.no is good for providing very localised weather forecasts. Places to look are Tremadog, The Ormes, Holyhead Mountain/ Gogarth (if you're feeling up to it) or possibly some of the limestone you'd pass near Wrexham on the way home to London.