Depends what you are shooting with ? Phone ? Compact ? DSLR ?
Waterproof cases can be bought for Compact and DSLR, most phones are showerproof as long as they are in a case..
I have used Phone in the rain by leaving it in the case and be very quick, get it back in the pocket immediately, also DSLR which is a D3100 so not waterproof but again be quick, or put it in a plastic bag can be effective once you've faffed around for a while. There are so much waterproof image storing devices around that it is not much of a problem any more..