bolt from the blue
This is merely intuition on my part since I've never been hit, but I would think the safest place would be below deck and not touching anything metal. Statistically there are very few deaths from lightning strikes at sea but its still a very dangerous situation. Ususally a strike will blow out all your electronics and possibly blow a hole in the hull. Make sure your keel is grounded. Some people swear by the masthead-mounted dissapators but I've never seen any evidence that they work; I personally believe that if your number is up, your gonna get hit.