The Cathedrals is a nice area, with an interesting mix of climbing styles offered at some of the less travelled cliffs. Most people know of the Cathedrals only for the North Jawbone slabs, but with a bit of walking areas such as the Sunset Strip, Ten Fathom ridge, Neds Peak and Bisset's pinnacles are nice and very quiet crags...
Also there is some nice sandstone bouldering mainly scattered around the Sugarloaf cliff though a few other developed spots exist too.
I've been at the Cathedrals in the snow and not surprisingly it was cold! Climbs on the North Jawbone tend to not have additional water runoff from above, but being a giant slab offers a large catchment in it's own right and will be soaked. Not much in the way of steeper climbs which will be sheltered from rain either, though there are a few overhangs you could do a little climbing under such as at the Sunset strip, but the walk in's would be pretty miserable!