I'll be in Amsterdam in the very beginning of May. What weather should I expect and what kind of clothing should I bring?

Weather's not predictable, and I'm no meteorologist, but when I was in Amsterdam around the same time as you, I needed a light jacket as I felt it was brisk. My mother who went with me, on the other hand, required a sweater and a jacket. Definitely bring an umbrella though.

There are sites people recommend here to check out average weather around the world, but I can't remember it right now. The one I use often is www.weather.com.

You could get extra layers and umbrellas quite cheaply there if you need them.

Does www.weather.com have climate information? I can find only current and predicted weather. www.weatherbase.com has climate data: average high, average low, average days of rain, etc. (Average temperature I find of no use at all.)

Bring layers. Short and long sleeve shirts and a sweater and a jacket. I even appreciated my light silk scarf around my neck. Yes, bring an umbrella, probably whenever you go. Oh, I'm jealous. It's so wonderful!

I was there pretty much at that time just a couple of weeks ago; there was a day when I saw a thermometer at 26 or 28 (well into the 80s Fahrenheit) and really sunny, and another when it was raining fairly hard with temperatures in the 40s (Fahrenheit). So, be prepared for just about anything short of a blizzard.