Wellies? ;)

How traditional are we talking? Basically, the same sort of wet weather clothes you'd wear with trousers. A rain cape is nice, but impractical if you're actually doing anything physical, and won't protect against the cold unless you're going to invest in a "real" tweed inverness cape (and they're dear.).

My experience is fairly limited to a few parades that took place during monsoons, and the occasional highland games that was made more authentic by the Scottish weather. In each case, I found that as long as I had good boots, and something to keep the top half of me dry (usually a jacket and my trusty tilley hat), then the kilt wasn't such a problem.

I have seen people wear rubber overshoes with their ghillie brogues, though, if you insist on wearing ghillie brogues (or they're part of your band uniform, as in the cases I saw it.)