What tires were you running? I found out I don't like the RS3 at all in the wet and cold, too abrupt, but the PS2's are very progressive by comparison.
So far I did Watkins Glen in the rain (scary with a chipped 335i on all seasons), Shenandoah (intimidating due to the limited run off areas, and slick as snot) and Summit Main.
Of all, I like Summit Main the best in the rain, you can build a rhythm and go explore for more grip, knowing there is a good amount of room if you get it wrong.
2009 E90 M3 ED
2014 X1 28i ED