Weather App where icon shows current temperature and weather on iPhone?
There are two apps, Celsius and Fahrenheit, that I know of that will add badges to their icons to attempt to give you an up-to-date temperature at a glance. I say attempt because the badge approach doesn't support negative numbers so if your temperature dips below zero for either of those two scales you won't know.

But without jailbreaking your phone that's as good as it gets. The App guidelines from Apple don't let third party apps change their icons.