All good replies, but seeing as we're not in a specific kits or grain sub- forum, we've missed one crucial question- azzwa, are you brewing Kits or All Grain? Answering that question really will make a difference as to how you treat it, however regardless of that rainwater is great for brewing and in more ways than just one (eg. a great thermal mass to exploit for cooling).
Kits: Boil it first is my advice, unless you're quite sure it is sanitary. Anything that goes into the fermenter along with the tin of goop that is not the desired yeast should be dead, otherwise it will probably lead to infection.
It can be a PITA firstly boiling and then cooling all of the water required for kit brewing, you'll probably need a 19L stockpot to do it in one go and for lifting it around when full, muscles like Popeye won't hurt. Chemical treatment to sanitise is another possibility though, we just don't see it much. Kits seem to come with sufficient salts already dissolved for a healthy ferment, don't ever recall seeing treatment of water for that.
All Grain: Rain water is an excellent choice for flexibility, you can brew just about anything with it, basically its akin to starting with a blank canvas and you decide how it is filled in. You will probably have to manipulate the salts/ chemistry for best results with some styles, however you can brew with it as is.
With all grain brewing, adequate calcium is the main hurdle to overcome, salts commonly used to adjust the water profile are CaCl2, CaSO4, CaCO3 and MgSO4 (all from decent LHBS), some lactic, citric or phosphoric acid may be helpful as well, but don't get too carried away to begin with.
There are loads of web resources for water profiling, many of the common brewing applications also have a shot at it, some good, others are not quite as useful. Search should yield many useful hits, also this Water sub- forum has loads of reading.