I basicly try to let my son know that there are consequences for behavior, good and bad. If you do this, this will happen. He needs to learn the ways of the world, but it's his choice to do what is expected of society or choose the consquences. This goes for me too. Do what you want, but if you choose this behavior, this is what what will happen. I sometimes have to support him through the consequences if they are negative ones, but that's how we learn. That gives him freedom to be the way he wants to be, and gives him the control he needs, but still outlines what consequences are if he chooses to act in ways that are not expected. Hopefully that's the right approach. I do have to come down on him if I think he will hurt himself or others. I think that goes without saying...
but if he wants to play in the rain...go for it! I used to do that all the time. It was one of my favorite things to do.