I hate to start in a storm, but if it's a scheduled ride I do. If I'm just going out for a training ride, I wait until later, or another day. If there's lightning, I'll take cover until it passes. I'll ride in monsoon conditions as long as there's no lightning. If I'm already riding and dry when the monsoon approaches and there's shelter nearby -- eg. a convenience store -- I might stop for five minutes to see if it will let up -- and then go out, well wrapped in my rain jacket and helmet cover. If lightning is all around me and there's no cover ... well, I continue since standing still is just as risky. That happened to me recently.