What does it mean that Jesus is coming on clouds?

Look, he is coming with the clouds,
      and every eye will see him,
   even those who pierced him;
      and all the peoples of the earth will mourn because of him. So shall it be! Amen.  Revelation 1:7

The idea of God coming with the clouds is not a new one.  All of the references to God coming on clouds speak of doom and judgment.

Smoke rose from his nostrils;
       consuming fire came from his mouth,
       burning coals blazed out of it.
He parted the heavens and came down;
       dark clouds were under his feet.
He mounted the cherubim and flew;
       he soared on the wings of the wind.
He made darkness his covering, his canopy around him—
       the dark rain clouds of the sky.
Out of the brightness of his presence clouds advanced,
       with hailstones and bolts of lightning.
The LORD thundered from heaven;
       the voice of the Most High resounded.
He shot his arrows and scattered the enemies ,
       great bolts of lightning and routed them. Psalm 18:8-14 (2 Samuel 22 also)

Look! He advances like the clouds, his chariots come like a whirlwind, his horses are swifter than eagles. Woe to us! We are ruined!  Jeremiah 4:13

For the day is near, the day of the LORD is near— a day of clouds, a time of doom for the nations.  Ezekiel 40:3

"In my vision at night I looked, and there before me was one like a son of man, coming with the clouds of heaven. He approached the Ancient of Days and was led into his presence. Daniel 7:13

Jesus himself stated this fact when he spoke.

At that time the sign of the Son of Man will appear in the sky, and all the nations of the earth will mourn. They will see the Son of Man coming on the clouds of the sky, with power and great glory.  Matthew 24:30

Clouds have always been associated with storms and storms mean destruction.  Some would say the clouds were God’s wrath because they are so powerful, so threatening, so unstoppable.  They want to describe the feeling you get when you see a terrible storm coming.

Does this mean Jesus is riding a cloud?  No.  Why would Jesus need a cloud to support him?

The writers who use this imagery mean to give a forecast - a major storm is coming and will mean heavy destruction for all in its path.  For the audience hearing the words of Revelation, that major storm was the destruction of the temple in 70 AD, the leveling of Jerusalem, the death of over one million people and the persecution of Christians for days to come.