I don’t have a treadmill or stationary bike, so my only option, when the weather seems nasty out, is to make a decision: stay in or go out.
When I decide to go out, no matter how unappealing the weather is, I’m generally glad I did. And if you’re in the woods (for me that’s often Warner Park in Nashville) the inclement weather can transform everything: the light, the colors, the trees… everything is new. It can seem like a completely different park at times. Running in inclement weather can also build resilience. So, my vote is, within reason and keeping safety in mind, get outside in all kinds of weather.
That said, both of my brothers, who love to get out as often as they can, also own Pelotons… and they love/swear by them. Maybe I would too, if I owned one. Until that happens, ignorance is bliss.