I was, once, last year... when I was photographing it on a mountain in town here. I was shooting from a distance, decided I was done, packed up and just as I started heading down the mountain lightning struck the roof of the building which was about 20-30 ft from me, I got freaked out, started walking faster, lightning struck another building, this time even closer.... so I started running down the mountain, ditched my umbrella and was booking it and then a third strike got close again. When I calmed down and stopped shaking I had to trek back up the mountain cause somewhere along the way I dropped my shutter release cable.
But hey, other than that I love lighting. Haven't had any yet this year though, usually we have at least one lightning storm by now.