I usually bring a small waterproof jacket from REI. It was cheap, it's 100% waterproof and works, it's feather-weight, and packs down into a lump about the side of an orange. You might also check out your local Costco if you have one, I've seen some reasonable rain jackets there.
It depends on how serious you want to get, of course. If you were to do extended trekking in Scotland during the rainy season (Jan 1 - Dec 31), I'd get something more strong - Goretex or equivalent, and longer (also considerably more expensive, heavy and bigger) but I think for casual tourism during generally fair weather months, you can get by with something inexpensive and modest. You don't need to spend a lot to get "good enough for most situations" coverage.
Whatever you get, make sure it's 100% waterproof, not just "water resistant" ("water resistant" means you will get soaked, it just takes a couple minutes longer than it would if you had no jacket at all).