Rain is a rare occurrence in Southern California where I live. There's a multi-year drought that isn't far from becoming a crisis - for water reserves are nearly depleted - lakes are dry, rivers are dry... so rain is a VERY good thing.
I was sitting in my office when the rain started and I had my camera ready to go. I shot these images with the Nikon D4s and Nikon 300mm f/2.8G - VR II lens.
I opened the aperture up to f/2.8 - then set the ISO to 6400. With the available daylight this allowed me to shoot at 1/4000th of a second - at 11 frames per second.
This allowed me to shoot hand-held - although most of the shots were taken while I was laying on my stomach - in my living room floor - shooting the photos through my (opened) sliding glass door.
Shooting at this speed allows you to capture the rain drops in time as they explode into smaller drops when they hit solid objects (such as the tile on my back porch or the fence in my back yard.
I was lucky that the light was just right to capture these little water explosions with contrast - the key is having a darker background than the area that you are focusing on.