I know people that have won the lottery and I know people that have been hit by lightning. The lottery winners all seem to agree that they had a positive experience. Lightning victims have avoided a repeat of the experience and have found it very difficult to talk at all after the experience.
getting wet during a thunderstorm.. that's no big deal.. unless lightning strikes you. I would just wait it out personally. If you were in a real hurry to get somewhere, you would be in a car anyway, right?