In the beginning, I couldn't decide either - pee pads, litter box or outside??
After much debate, we opted for the outside training - 100%. When Bailey was younger, the rain didn't bother her -but this year, she does hesitate a little when it rains. I always go outside with her - so I just grab an umbrella when its raining. She does go in the rain, but hangs her head the whole way.
Now snow - that's another story. If it just snowed and we haven't had time to scoop the sidewalk - then she will step outside and drop trou just the otherside of the threshold. I can't blame her - so I've just decided that we will get new welcome mats every spring