I have a Davis Vantage Pro2 at my house. They are kind of pricey but worth the money. Mine feeds info to a computer and updates my website constantly, once you get everything up and running it goes 24/7 with very little maintenance.
I have no experience with Lacrosse weather stations but I believe they are a good couple hundred bucks cheaper than Davis. I know many people use Lacrosse and I haven't heard a lot of complaints.
Another less expensive option that you might look into is Oregon Scientific. They are cheap and kind of a crap shoot. I've had two WMR-968 models one worked like a champ for several years, the other one was a piece of garbage.