Yes, carrying an umbrella is the simplest way to stay dry when it's raining. For science's sake, let's just say it starts raining unexpectedly on a day when an umbrella just isn't a possibility and you have somewhere specific to be. What's the best way to get less wet while traveling to your destination?
Henry Reich of MinutePhysics tackled the question in one of his simple YouTube videos a couple of weeks ago. His answer was that you get less wet if you run to your destination. The amount of rain hitting the top of you is constant, no matter how fast you're going. Assuming the rain is coming straight down, if you stand still, not much will hit you from the side. But standing, of course, won't get you anywhere. Whether you're walking or running, you'll hit roughly the same amount of rain from the side. Reich says to think about running through the rain like plowing snow. The amount of snow you have to move doesn't change because you are plowing faster. The key factor in how wet you'll get then? Time. If you're running to a set place, you'll spend less time in the rain. You might be saying, "I saw something totally different on MythBusters." Yes, you did. The show later proved themselves wrong.
Of course, the rain doesn't always fall straight down. Sometimes there is a wind. Body shape also has something to do with how wet you get. A 2012 study in the European Journal of Physics tackled some of those factors. If there is a tail wind, try to run at the same speed as the wind. (Good luck.) If you are not skinny, run as fast as you can. If you are skinny, congratulations and too bad—it's not as simple as just running fast. If you're not up for calculating your ideal speed, just run fast and consider it a good workout.