yes infinity focus is extremely important and can be found as per Shane's technique. Getting slightly unfocused images, esp when the bolts were amazing can be the pits. I would also suggest keeping your lens to manual focus at all times for lightning and lenses freak out when it can't find edges with contrast.
Other tips:
• a sturdy tripod to keep your camera still during a SLOW shutter speed.
• slow shutter speed - you'll need at least 10-30secs to open up your sensor to allow the lightning bolt to 'write' light onto your image. The issue is that this needs to be done in low light, such as twilight or night time otherwise you'll overexpose your image. It sounds counter intuitive but trust me, slow shutter speed is better.
• the lower the iso the better - depending on what model you have it will vary in terms of 'noise' when shooting in high iso setting. So stick to iso settings such as 100, 200 or 400 - iso is the sensitivity of you sensor to light, so the higher the number the quicker it reacts to light. But, the higher the iso the more data noise you will get
• if you want to shoot daytime lightning, then you will need a lightning trigger. You can buy these on the net from various places. They are useless in low light but are useful for picking up small changes in ambient light during the day, and will trigger your shutter release using a fast shutter speed (as you can only allow so much light in during the day) There are ways to slow down the shutter speed in the daytime, but i will leave that for a another day. From a personal view point i prefer lightning during the evening, as usually it is more spectacular, but having said that coupled with great cloud structure daytime shots can look great.