Considered to be eqautorial, the climate of Penang is tropical and as such you can expect consistently hot weather throughout the year, with temperatures ranging between a comfortable 26°C to a hot 32°C during the day although it can hit 34-35°C at times. There is no real hot or cold season. At night, temperatures rarely fall below 20°C and early evening it often hovers around 24°C. Sea temperature generally fluctuates between a bath-like 27-32°C.
Penang is susceptible to two main monsoon winds, the southwest (from May to September), which tends to bring the worst of the wind and rain, and the northeast (from November to March) and whilst there can be occasional heavy rain showers at any time of the year rainy weather is most likely during April and May, and again during the months of September and October. That said, climate change is affecting everywhere and last year saw some particularly heavy rain showers in both November and December. During the rainy seasons the weather is often hot and sunny in the morning with clouds building by afternoon bringing the rain showers late afternoon or evening. Whilst there are exceptions, most rain showers tend to last just and hour or two BUT, when it does rain, believe me IT RAINS!!!! When the clouds build you will often see full-time residents and seasoned tourists walking round with umbrellas in readiness. A wise precaution!!! Rain-coats and such like in my view are too hot and heavy for Malaysia. There are also some pretty spectacular storms here with very loud thunder and some very dramatic fork lightning. Now my freight has arrived I plan to unpack the tripod and get some decent shots of the storms in a a few months time.
Humidity is also fairly high in Penang and this can make the heat more uncomfortable at times. Some use air-con day and night, I never use it, preferring open windows and fans to keep the air cool. The longer you stay here the more you acclimatise and I have to say I find the climate very comfortable, but I did live in the Middle East for several years where day-time temperatures can top 53°C.
Another aspect of 'climate' here is Penang's relative proximity to the neighbouring Indonesian island of Sumatra and also to Borneo. Regular raging fires in forested areas and rice paddy burning takes place and when the wind is blowing you often get the smell of wood-smoke in the air, on cooler days I quite like it, in small doses, as it can be quite reminiscent of days in rural British and other European villages. On the worst days it can be problematic, causing a very visible (and unhealthy) haze. I have previously posted a link to the excellent government Air Pollution Index (API) so you can check levels as you see the need. I rarely check it, you can see it when it happens!!
The above is not exhaustive, and there will always be exceptions to generally accepted weather trends, but it gives a rough idea of what you can expect in the Pearl of the Orient. Plenty of other information is available for those seeking a more in depth view.