1) The most natural way to put that is "What bad weather we're having!" or "This is some bad weather!"
2) You could say either, What a clever boy (he is) and What a kind old man (he is) or How clever he is
3) There are so many people on the subway. You could say this exact same sentence with placing emphasis on the so many part so it would be like this, There are SO MANY people on the subway. without yelling too loud of course