Yeah I know this is a cliche shot, but hey, someone else has got to do it (again).
I took this from the Top of the Rock by holding the camera between the gaps in the glass barrier and counting about two minutes after each lightning strike before squeezing the shutter for a few shots at a time (the Canon 5D MkII shoots at 3.9 fps). Nothing too complicated, just having to put up with drizzle.