Turns out, whichever jokester came up with that classic might have been on to something. We went back and checked what days it's rained on back to Jan. 1, 2001. Turns out, the joke's on us.
Since that time, it has rained 66 times on a Sunday, and 60 times on a Saturday -- the two wettest days of the week (go figure). The best day to try and stay dry? Friday. It only rained 51 on 51 Fridays over the past three years.
Rounding out the data: Monday and Tuesday were wet 58 times, Wednesday had 56 and Thursday had 53. So yes, it seems like it always seems dry to get your hopes up for the weekend, only to be dashed.