While I have a VR4 I can offer you these thoughts:
1) How you drive (I'm not suggesting you're a bad driver this is just one of the factors)- hopefully you understand that you must make some adjustments when driving in the wet. You need to accelerate more smoothly to let the tires get grip before pushing it. You will have less grip in corners, when changing lanes etc. so you have to time the movements to allow them to be more fluid and less abrupt. This isn't rocket science, even the AWD cars have limits and you'd be a fool not to adjust to the conditions. There are driving schools (i.e.- Skip Barber) that can teach you to be a better driver in a variety of conditions.
2) Tires- the most likely culprit. Some tires are not very good in the wet. Brand new tires and very worn tires will not perform that well. A tire with good wet weather characteristics and more than 500 miles (mold release agent worn off) but less than the mileage at which it drops below 5/32" of tread will perform the best. You can look at the rating of tires in the wet at places like tirerack.com (there are better sources but this is quick and easy).
Also remember that larger tires (performance tires) can actually hurt rather than help the wet weather issues as they can be more prone to hydroplaning.
A tire that is optimal for the rim size and has the shortest sidewall will tend to exhibit less flex and be more responsive.
3) Suspension- you can change struts, springs, sway bars and add strut bars to improve the vehicles handling.
My primary interest is in wet weather handling, I'm not a drag race kind of person, I like hitting the twisting country roads.
I've changed my wheels to 19x9 and put on Toyo Proxes T1-S tires in a 255/35/19. These are the best rated wet weather performance tires in several tests. The size is optimal for the rim to eliminate sidewall flex.
I went to Eibach Pro-kit springs and added a Cusco Rear Strut bar. The improvements are noticeable.
I have a front strut bar on the way and will look next at the sway bars. Sway bars on the AWD cars are expesive, not a lot of choice and headache to install. It will be easier on the NA cars.
Hope this helps.