I've had lightning strike about 100 feet away when I was outside on a backpacking trip. After that experience, I recommend finding cover during lightning storms. Most such storms normally aren't in an area for more than 5 or 10 minutes, so waiting it out in a store / under a bridge / whatever shouldn't be too disruptive. Basically, if lighting is striking within a mile or two & getting closer, its time to seek shelter. For me, that means if there's less than 10 seconds between the flash and the boom, I don't want to be exposed.