I'm usually fascinated by them, though I've been caught out in open country in some spectacularly violent ones that did frighten me.
I like them the most for the feeling afterwards. When we get a thunderstorm in the UK, it is nearly always after days of oppressively humid weather that makes me feel incredibly sluggish, sleep worse than ever, and often prone to headaches or migraine (I seem particularly sensitive to atmospheric pressure generally - I have to pop my ears a lot going up and down hills on the bus.) I love the feel of the cool, clean air and the petrichor aroma of the wet ground after a good summer thunderstorm - when the humid weather strikes, I often wish for one.
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When you are fighting an invisible monster, first throw a bucket of paint over it.