I stay in bed if they are at night but if they are during the day(which is rare, here) then I will go out onto the deck and watch. I feel sorry for my old doggy Jazz because she can't stand them and she just whines and shakes the whole time. I have to hold her through them because otherwise she about faints.
When I was in Sydney, Australia last year I will never forget the thunderstorm. The hail was bigger then golfballs and we were on the Harbour Bridge!