I need the annual precipitation in four cities in South Africa for the past 5 years. Where should I start?

I suggest using the GHCN beta version 2 (prcp) dataset in the IRI Data Library to find the data in which you are interested.

This dataset can be found here:

http://iridl.ldeo.columbia.edu/SOURCES/.NOAA/.NCDC/.GHCN/.v2beta/

Click on the "Searches" link next to the map on this page. You can then enter the name of your desired cities into the search table in the "Name" column. When each station is found simply click on the WMO station ID and the "Get Marked Stations" button at the bottom of the page. That will take you to a page where you can then choose the "precipitation" link. Then, go the "Data Selection" in the table at the top of the page, where you can restrict the time period as you wish by typing in the range of months and years you would like, clicking on "Restrict Ranges", and then clicking on "Stop Selecting". Once that is done, you can then choose to look at the monthly precipitation totals by clicking on "Tables", or actually download the data by clicking on "Data Files".

You could also make the calculations within the Data Library. Please see this Q&A in the expert section for instructions for a similar operation.