Hmmmm well it would depend on the level of storm you want to chase and how far you are prepared to go...after all it is one heck of a risky business chasing storms.
Japan and China is great for amazing hail storms....they have had hail the size of footballs before and boy you don't wanna get caught out in those storms. They also have hurricanes too or typhoons as they prefer to call them and they can create amazing storm surges around their costal regions.
If you go to Antartica or the North or even South poles you can get amazing snow storms which make the temp drop even further and these blizzards are so strong and thick that you can't see anything around you....scary to be caught in.
The USA is fantastic for tornadoes with the Florida Keys and Kansas being great areas to go chasing. Try going in wamr months when the warm air collides just right with the cool air to see some mega tornadoes...sadly the chances of seeing an F5 is pretty slim but an F3/4 is still awe inspiring. Also great for hurricanes too and lightining storms.
Desert regions are great for sand storms although these can be a pain especially if you have expensive equipment and don't protect it quick enough...that sand gets everywhere and it hurts like heck
I find that thunderstorms and lightning stroms are the most amazing in the African wilds like the savannah....they can be awesome to witness and you get a real good feeling of witnessing it all plus you can really smell the electricity in the air...it is a bit odd.
Go to the Amazon rainforest to witness the true power of monsoon rainfalls...something everyone should do..see what it is like to get soaked in under a second..
The UK of course gets a heck of alot of rain...sadly for us and that leads to flooding however we also get our torbadoes now and even a few of them gave moved out to sea to become waterspouts. We get some good thunder and lightning stroms however i have noticed round my area that they haven't been as good as late.