The best rain smell is in the southwestern US like New Mexico and Arizona. The creosote bushes all release their scent into the air and it's the most refreshing thing ever. It's worth visiting the area for a few weeks during Monsoon season just to get a chance at experiencing this. You have to be near the desert though, not in an urban area.
I haven't been there so I can't compare, but my favourite is in Lithuania where the country has a large nunber of pine forests. After the rain you get a lovely smell of pine in the air. Even on the outskirts of the city and the airport you can smell it, not just far away. I remember once I travelled here from Italy, and just stepping off the plane I though "wow it smells so good".
The pine scent may actually be "terpenes": "Often the plant chemicals that smell pleasant are produced in leaf hairs... and the rain may damage these, releasing the compounds."
The western US desert in the rain definitely has a lovely smell to it that is almost therapeutic. It is interesting how distinctive the smell is of various wilderness areas of the US, especially after rain.
As someone who grew up in the rural Pacific Northwest of the US as a child and moved back there much later in life, I realized that I find the unique smell of the Cascade mountains to be irrationally relaxing. I've always wondered what, specifically, makes me respond to it that way.
For what it's worth, I grew up in Pennsylvania, and when visiting home, I found the keystone shaped state route number signs irrationally relaxing. I'd guess the reason is, you remember the smell from your childhood.
