With a digital SLR, it is fairly easy to get good lightning shots. Here's a few steps to follow if you have never tried before:
1) Mount camera to tripod
2) Using a wide-angle lens (18-55mm), set the lens on Manual Focus and focus it on the horizon. Using a distant light, star or the moon works well.
3) Align the camera in the general direction the lightning seems to be coming from so that the horizon is just barely in view along the bottom edge of the viewfinder.
4) Set the camera to M (Manual exposure). Set the ISO to 200, f/stop to the lowest number you have (typically 2.8 to 5.6) and the shutter speed to 10 seconds. This assumes that it is relatively dark. If you are shooting with more ambient light (evening, city) you will need to experiment with faster shutter speeds.
5) Take the picture. Use a remote if you have one. Do not "wait" for the lightning. As long as the lightning occurs during the time the shutter is open, the camera will catch it.
6) As soon as the camera finishes the exposure, hit the shutter release again. Keep doing this until you think you caught something you like.
Tips: If the picture is too dark, increase the ISO speed or shutter time. If the picture is too light, decrease the ISO or shutter speed or increase the f/stop (higher number). If the lightning is far away or predictably contained to a certain area, zoom in on this area to fill the viewfinder.