Some of the lessons I taught myself.
Taking off in BHM, not long after frontal passage (as I remember), departing 18. Tower's calling wind calm on the surface. What I didn't realize, but should have, was that there was a good deal of shear that night between gnd and winds at 3k. Took off, fully loaded, climbing toward some good sized hills, and all of a sudden I had something like 20kt tailwind pushing me towards the hills. My climb went to crap, and I was already at Vx. I had to turn, then let ATC know I couldn't clear the mountain just then. Another minute turned away from the hill and I was kosher, but it was an eye opener to see a familiar climb out look severely wrong all of a sudden. Moral: if departing towards obstacles, consider your low level winds aloft too.
Summer thunderstorm flying, picking my way around cells in the SE- nothing too challenging, but some of the cells were really kicking. I was trying to do a little needle threading, and scooted thru a hole a little too close to one of the real big ones. I was still comfortably in the clear. Took a lightning strike. The static wicks did their job, but I fried my radar (at the beginning of my trip, meh), and popped a handful of circuit breakers. Got a little exciting for a couple of minutes

Moral: if you've got the wiggle room, give those big'uns as wide a berth as you practically can. Also, lightning is perfectly happy to travel sideways out of a cloud, and smite thee from further than you think.
Landing in PDK, after flying the route for over a year, and feelin pretty confident with myself, I had been racing some severe cells that were fairly widespread around the area. ATC was working with me, getting me as direct as they could thru the ATL area, since it looked like I was going to arrive PDK no more than a minute or two ahead of the storms. Stupid. That should have been the first alarm, But I was still under the bases, and thinking If I could stay under, I'd avoid the worst. Well, I recieved one of the worst beatings I've ever had, if you can imagine the feeling of going over huge pothole that feel like they'll drop an axle off your car, well that's about what I got. I could see the swirls in the cloud deck above me. By that time, I was thinking that going forward was going to be just as bad as going back out of it, so I went ahead and landed. Soon as I parked and chocked, the heavens opened up, the wind started moving airplanes around on the ramp, and I thought to myself: "That was a damn stupid thing to do" Moral: Just because you've got a little experience with pulling it out of your *** doesn't mean you can (or should) always do that. I got lucky. I will *never* land in a thunderstorm like that again. Hell. ATL wasn't launching. That should have been a clue. I should have held, or diverted.
Last leg home one night, coming thru the backside of a mushed out cold front, moderate precip, continuous mod to severe-ish turbulence, crappy ride all around. Was getting pretty harshly beat up. I was trying to thread it between two larger areas, and trying to get it thru the soft spot. All of a sudden, the severe beating stopped. Smooth air.. smooth as silk, and the sound of the rain stopped. This in and of itself was disorienting, and after just a moment I got busy looking at the other side of the cockpit at the engine gauges, making sure the sudden silence wasn't something engine related, when the guy flying with me goes "OH ****" as he looks at my side of the a/c. Looking over, I see the airspeed go from about 10-15 kt below Va, blow past the green arc, and head smoothly and swiftly into the yellow, and continue to climb. I'm thinking oh **** too, cause whatever the hell we're in, we're gonna be out the other side here shortly and I don't want to rip the wings off coming out the other side into sev. turbulence. Got the fuel pumps on, and throttles to idle, and barely caught the speed before it went past the yellow arc. Started to move to get the a/p off, and then we were back out the other side, thankfully, just dropping into the green arc again. The whole experience probably lasted 10-15 seconds or so. The next Nexrad update showed me that my soft spot had become a "cell". I probably had gotten into the core/vault/WER updraft of that rapidly exploding cell. On board radar didn't show anything, cause it wasn't raining there. Nexrad data was old. I should have been quicker with getting the a/p off. What had happened of course was that I got into a super updraft, started to climb, and the a/p did what it knew to do: put the nose down. The faster and stronger the updraft got, the further down it put the nose, and the more ludicrous my speed got. Moral: Respect how quickly the weather can change- I probably shouldn't have been out that night anyway, and know that sometimes a "soft spot" may actually be very very hard.
http://ams.allenpress.com/archive/1520-0450/11/1/pdf/i1520-0450-11-1-236.pdf
http://weather.cod.edu/sirvatka/es115/unit1/lemontechnique.pdf
-Couple of links about WER BWER vaults, etc. More to be found on google, it's worth reading about, since it can be very deceptive.
Oh, and be wary of a/p in conditions like that.
That's about all I feel like typing up for right now, but I've got more

Most of the times that I scared the **** out of myself, it was weather related. Some of those times were just challenging, but perfectly safe, and a handfull were stupid as hell. Every time it happened though I looked back and tried to learn from it.
Overall thoughts on Wx? You will never know all that you need to know. When you think you've got it's number, that stuff will up and change on you. The only thing you can do is respect it, always always always give yourself more than one "out" if at all possible, and be prepared to admit to yourself that sometimes... you just shouldn't push your luck, and it's time to turn around and go back- or not launch at all.
-A-