The discharge voltage is huge but around a human, it's limited by the breakdown of air - still a few 100kV... Thin polymer stands this voltage; the "only" difficulty being that currents sweep over surfaces to find a path, so all joints and openings are weak points.
I prefer a well conducting
suit, and saw it used for demos at science museums with arcs of several meters but small charge, so in principle it might work. Serious drawback: once you wear it, you draw the bolt...
The other aspect is that a nearby strike is deleterious even if it doesn't strike you directly. Already the air pressure is nasty, and I believe the EM field acts on the central nervous system
like transcranial magnetic stimulation does:http://www.scienceforums.net/topic/70203-transcranial-magnetic-stimulation/page-2#entry790216
a conducting suit would protect the brains and the spine.
As I believe weapons exist already to direct thunderbolts (academics achieved it with a laser from the ground, spooks hypothetically from a plane) a protective suit gets more important.
The energy of a thunderbolt is small, ridiculous as compared with a power line. The peak power is more convincing, but only if computed over the whole length of the bolt, which cumulates many MV. The current is only a few 10kA for a few 10ms, far less than in most powerlines, and if you manage to shortcircuit this current properly, the voltage is small (like 40V for protective components on 240V lines), and so is the power (1MW) and the energy (10kJ), absorbable by the component.
This tells you why (1) we can't make use of thunderbolts' energy (2) a strike on a HV powerline (the local 127V or 240V is a different story) gets barely noticed if the protections work.