I have a sprite sheet for rain and a splash effect. The problem is I’m not sure how to add it to my game without using a million particle effects. Are there any examples out there for basic rain or weather effects ?
Sure. 
The solution does involve particles, though. But you don’t have to spawn a million of them to create the desired effect. Instead, you spawn them in a limited area around the camera, and then have the entire system follow the camera around. I did a quick google for you (actually, you should’ve done that google yourself, but nevermind that for now). It turns out our very own Eric5h5 did a rain effect a while ago that you might find useful. It has its own forums thread here:
http://forum.unity3d.com/threads/5437-Storm-City-(camera-paths)
Check that out. I haven’t tried it myself so I can’t tell you if it’s still compatible with today’s version of Unity, but it’s from a very experienced user, so the code should be tip-top.
render the rain alone in separate camera( static camera) with different depth field (“0”) and keep" depth only’ in clear flag seeting for particle camera and depth filed (-1) for main camera( moving camera)