I am puzzled. What weather station program are you running that loses a months worth of data? I have run Weather Display for many years now and have only lost at most a few hours of data when things have gone awry. Yes a UPS helps but I have not found it necessary for my weather station as it is a hobby not critical. I echo the comments made about choosing one that will close down your PC gracefully. I have always found APC good in that respect.
Many moons ago I had a server with an APC UPS and remote monitoring software. I was able to manage a server form a different continent, even rebooting the server if software crashed.