Leon - This is not a phenomenon restricted to photographers; just be grateful you don't ride a motorcycle too!
Then it's - Sunny day, set off, cloud over, a few spots of rain, more persistent rain, pull in under bridge, unpack waterproofs, struggle into waterproofs, set off again, rain stops, sun breaks through, sit in waterproofs all day sweating profusely 'cos I'm too pig headed to stop and struggle back out of 'em again when I just know it's just waiting to rain on me again...!
If I've got my camera with me, then that situation is generally followed by yours and then mine again!
Fox Talbot's middle name was 'Murphy'...