One of the beauties of flying helicopters is the ability to safely fly in pretty bad weather conditions. But you have to be careful, as always.
Hovering around an airfield in really grotty weather conditions is actually a good time to learn to hover, do low airspeed things, and so on. It's going to drive ATC nuts if you're at a controlled airfield because this is one of those things that doesn't fit into their big picture.
Normally, you'd have to have a good relationship with the tower folks who might let you stay on ground control frequency and hover taxi up and down taxiways and runways and things, but if you start to do anything else, or the weather is really bad, it could screw up their IFR traffic, as you would normally be considered 'special VFR'.
The only technical issue is whether it's a good idea to fly around in heavy rain from the point of view of erosion on the blades.