I got caught out in it once, to the extent of having to get a pop up IFR clearance. It was a short mission across the lower Puget Sound area to drop somebody off. I flew across the nearby air force base with 2000' and 5, and within a scant 5 miles it dropped to 400 and not much. I turned back and it was no better. It had really dropped early and hard, far in excess of forecast. Having the equipment, rating and experience saved the day and I will never forget it. We did have to go to an ILS equipped airfield and leave the plane for a better day of weather.
Today I would file IFR for that same flight from the start, or bag it.
Thinking back, my instructor did do some marginal flights to help cement how bad VMC can be.