I've been there once. I could have taken shelter at 2 points, but pressed on because I was about 3 miles from home at the point of the first shelter, and a mile at the 2nd. Definitely some adrenaline surge. Just remember, if you can hear the thunder, lightening can strike you. If I remember my meteorology classes correctly, thunder can be heard about 9 miles away (sometimes much further, depending on conditions), and lightening can strike from as far as 30 miles (bolt from the blue). I think I also remember learning that the average distance between successive lightening strikes is 2-3 miles.

If caught out in a field, crouch, don't lay down.