How would rain be different on an alien world?

On Titan, Saturn's largest moon, it rains on a regular basis. As with Earth, these rains are the result of liquid evaporating on the surface, condensing in the skies, and falling back to the surface as precipitation. On Earth, this is known as the hydrological (or water) cycle, which is an indispensable part of our climate. In Titan's case, the same steps are all there, but it is methane that is being exchanged and not water.