Weather Bug is a free AppStore app that adds loads of features over the original iPhone integrated weather app. This one has many cities on in the list and the forecast is also good. You can see the wind direction, speed, temperature, and forecast for any area for upto 3 days in advance.
The app also shows you the images of the selected area and satellite view. The only problem – Weather bug shows the temp in Fahrenheit only, while we prefer degree celcius. But its still kewl enough!