The trick is not to catch them but rather to get ahead of them. Here's my method.
1) Pick a dry, safe place with a good view of the oncoming storm and a comfy chair.
2) Set the camera to the following:
- Manual focus set to infinity
- Shutter Priority
- Exposure time anywhere from 10 to 30 seconds (depending on ambient light)
3) Mount a wide-angle lens and point it towards the heaviest sky.
4) Sit back with your beverage of choice in one hand and a remote shutter clicker in the other.
5) Click, drink.
6) Repeat step 5.
Just keep clicking. On a good stormy night you're bound to get some good shots.