The first step is to read the documents that come with your new furniture; they should contain information about its weatherproofing level. If you don't find this information, check their website; they typically have a 'spec' sheet with these details. If you don't know the manufacturer, ask the retailer. If it doesn't specifically state that it's waterproof, assume it's not. If possible, store your furniture during bad weather seasons; if you lack space, invest in a high-quality cover.
Materials with superior weather resistance include hardwoods like Teak, painted or coated iron, aluminum, and synthetic or resin rattan. Avoid natural wicker, rattan, bamboo, or pine, as they won't endure. Consider using them in your conservatory or summerhouse.
Most modern outdoor furniture is designed to withstand the elements. I prefer covering mine in autumn and winter. Remember to remove the cushions first; store them indoors or in a proper outdoor storage box to keep them dry. You wouldn't want to discover a family of mice has taken up residence in your seat cushions.