Randall Munroe (author of XKCD and What If), once wrote a What If about how fast one would have to drive a car in order to have rain water shatter the windshield.
In the post he mentions that water hitting a windshield at supersonic speeds has the potential to shatter the glass.**
The article, unfortunately, is only talking about automobile glass. And while I'm sure it's true that automobile glass would shatter if rain hit it at super sonic speeds, it's pretty clear to me that the glass on supersonic aircraft is not shattering when it flies through precipitation.
So, what is done to a super sonic aircraft's windshield to keep it from shattering when flying through precipitation?
** Here's a block quote of all the pertinent text in the post from Munroe. I figured I'd post it for those who are Too Lazy™ to go read the article. (Though, honestly, you ought to. It's informative and entertaining.)
Here's what happens when a raindrop hits a glass surface at high speed: When the droplet makes contact with the surface, a shockwave travels back up through the droplet...
...Normally, this shockwave would move at the speed of sound within the liquid—about 1300 m/s, four times faster than in air. However, at high impact speeds, this shockwave actually moves substantially faster than the speed of sound in water.
The water is squeezed between the incoming drop and the glass surface, which makes it squirt sideways in all directions. These jets of water can move even faster than the original (already supersonic) droplet, and even faster than the shockwaves we mentioned...
...The sharp pulse from the shockwave can crack glass...
...In addition to the direct downward pressure, the water jetting sideways can cause damage, too. If the material has any microscopic holes, cracks, or bumps, those jets can strike them and create new cracks or widen existing ones.
source: What If #93, Randall Munroe