As far as free goes, I love BBWeather, but have been messing around with Weatherbug lately, just for the radar. The radar's not animated but it's a good view. Overall though, BBWeather hands down.
If you're willing to pay a monthly fee, the best I've seen is My-Cast:
My-Cast - Weather on your mobile phone.
I haven't used it in a while, but in addition to the usual, it's got nice animated radar, lightning strikes, and a lot more. Very nice app. It used to be $4-5 dollars total, but since Garmin took it over, it's gone to a monthly subscription.