Invest in some good surge protectors. Ideally, all of your electrical aquarium hardware (heaters, pumps, filters) should be plugged into surge protectors. In fact, all of your most sensitive electronic equipment should be. While these devices aren’t fool-proof by any means, they certainly can save you a real head-ache in some circumstances. Good aquarium components are just as susceptible to electrical surges as your television, Internet router, etc. And lightening isn’t the only source of such surges.
I just read about a cichlidophile who lost every fish in his large tank. The reason? Apparently a lightening strike. I’m suspicious of that explanation for several reasons, especially given the description provided and how the aquarist reached his conclusion. Regardless, this reminded me of a precaution that you can (and should) take in your efforts to protect your fish.