I found this on
Instructables.com:
Basically, it's a stack of 10 edge lit clear plastic panes, each dimpled with the outline of a digit, and then edge lit with an SMD LED.
For a home brew weather station, you could easily make whatever custom characters you need as well. (+, -, °, direction letters, arrows, MPH, etc)
I was thinking about this after reading an article regarding using Numitron displays in Nuts And Volts. Numitrons are 7 segment displays made of filaments, like light bulbs but not as bright.