The World Weather Map lets you click on a location, and get a plot by month of temperature (max/average/min), rainfall, and average number of hours of sunshine. A fourth tab supposedly gives you “Experiences”, a link list of things to do at that location, but the list sometimes includes activities a long distance (> 100 miles) from that location. You can also add an overlay showing what areas are “Hot”, “Warm” or “Wet” for a particular month.
The main website’s map is also flawed in that there’s no zoom feature, so for areas where the climate can change dramatically over a short distance (like the American Southwest), getting the climate for the exact location you want can be difficult to impossible. (1/24/2008: Fixed by the good folks at WorldReviewer; see the comment below) Oddly enough, there’s a widget version of this map that does include a zoom feature, and which can be embedded in any website, as below. Click and drag to move the map; click on +/- to zoom in and out; click on any point to get the climate data for that location: