If this thread were in the touring forum, I'd say take cover or pray, depending on the availability of cover.

In the commute forum, stay under cover is the best option. I've become pretty good at reading weather radar, if I do say so. I'll leave work up to 45 minutes early, or an hour late, to try to miss the worst lightning. I've only taken cover once, when it started hailing through my helmet and there was a foot of water on the road as lightning was all around. Hail hurts!