GHCN-D v2 daily station data
The GHCN-D dataset from NCDC/NOAA collects daily station data from around the world. The coverage is a bit uneven, as some countries still are reluctant to freely share daily data (this is improving steadily). In January 2009 the dataset contained 43408 precipitation series and 23717 temperature series with lengths varying from 1 to 176 years.

The data is obatined from two main sources: the weather services and the GTS (Global Telecommunication System, the system used to exchange data to make weather forecasts). The latter is used to bring the series up-to-date, but is also notoriously unreliable, with many typos, misplaced decimal points, missing data etc. For temperature many of these errors can be caught in the quality control, but for precipitation this is harder as the natural variability is also very large. There is therefore an option to leave out the GTS data.

The data are updated daily there, the Climate Explorer makes a copy about once a month. An update can be made on request to make the copy up-to-date.

precipitation
Some stations will give the 0-24 hour accumulated precipitation, but other report 8-8 precipitation. Two-thirds of the precipitation at the latter stations has in fact fallen on the previous day. The version without GTS is less up-to-date but more reliable.
minimum and maximum temperatures
Unfortunately daily mean temperature is not yet available.
snow fall and depth
Mainly the US and Canada at the moment.