It's almost always better to use an ability to set up weather, so that means Drought, Drizzle, Snow Warning, Sand Stream, Desolate Land and Primordial Sea. Using a move like Rain Dance takes up a turn that could be better used doing something else, especially in Doubles where games go quickly and a single turn has a lot of value.
The only time I've seen a move used is specifically to counter other weather teams, usually on a Prankster Pokémon, and usually in tournaments where the player knew they'd be fighting a weather war and wanted to surprise their opponent.
I hope this helps!