Answer is going to depend an a huge amount of variables. Was the weather forecast? Did you plan extra fuel? Is it a short term change perhaps with passing showers? Is it due to lift but hasn't yet? How important is it that you get there? Is it better for company/clients to hold and see if they can get in or possibly just save time by diverting straight away. Where is it? Could it be a local weather phenomena that is planned for? Is your alternate close? What's the weather like at alternate? etc etc etc
There is definitely not one answer for this.