I've traveled several times during that time of year. Bath/Cotswolds and probably Paris will be a lot like Seattle during that time. Bring a raincoat, an umbrella and at least one other pair of shoes; if you're out touring in the rain one day, you'll have a nice dry pair of shoes to put on the next day. Can't speak to Lyon or Venice specifically. However, I spent a week in Florence in October 2006, and it was mostly quite nice. Light sweater weather for most of the day, stow the sweater in the afternoon, and a little cooler at night. One day, it rained like crazy, and I was really wishing I had brought another pair of shoes! The hilltowns we visited from Florence were flippin' COLD! Being from Seattle, you'd think I'd remember that elevation equals drop in temperature, but nooooo.
Anyway, don't be put off by traveling in October or November. The weather won't be fabulous, but you're likely to encounter smaller crowds, fewer tourists and shorter wait times. Have fun!