Here, I'll list various types of weather that have been thought of (and maybe even planned out and discussed... just maybe).
Precipitation: You would never expect this one. I mean, how could you ever imagine rain, snow, sleet, or hail (maybe)? Of course, it could be more than just a visual effect, like rain might make vehicles slip around more (... I doubt it, unless 1 FPS due to physics eating everyone's CPU is considered playable...), hail could possibly do some minor damage to units, acid rain could dissolve armor. There could be flooding and perhaps even hurricanes as well.
Dust and sand storms: Like what happens on Mars often, or when hillbilly farmers decided to farm the hell out of the US Great Plains. It can also be an electrostatic hell, and you might lose contact with units inside of one of these.
Ash eruptions: Not every volcano is merely a shield volcano. They can often spew ash, and when they do, you can expect unprotected units (and people) to get damaged and scorched. Not to mention they can slow things down in general.
Electrical storms: You're familiar with these from Outpost 2... you know, the storm clouds that go in a straight line across your base and cause you to repair a million things and pull your hair out. They'll be bigger than those small isolated clouds previously in OP2. Though, you might be able to benefit from them by converting the electrical discarges into usable energy and storing it. However, you likely won't be encountering these nearly as much on most planets, considering they're geologically stable (or at least mostly).
Vortexes: And you know these things all too well. The ones that pop up on all of your Command Centers every 10 marks and cause you to fail due to their desire to RIP AND TEAR. They're back, and will range in size this time. Again, you won't be encountering these as often as back on New Terra on most planets, though they can be there.