1: I had massive problems with focusing before I got my 'L' series lens as well, because it didnt have an infinity marker. But the best way I found to get to infinity was to look through the viewfinder and focus on anything giving off a light in the furthest distance you could. It may be a house light, a street light, or even a car on a road a distance off. However it is mostly trial and era.
2: I always shoot the absolute lowest ISO your camera can go. For me its around 100, but for most Digital SLR's you'll be looking around 200-300. Try not to shoot any longer than 45sec, because you will get noise in your shot no matter how low your ISO is. I find if any longer as well, you will get alot of cloud movement and wont get to see alot of 'features' on the cloud.
and 3: I usually start shooting my aperture around the 5.6mark and step or down from there depending on the first shot. If im shooting at say 30mm like the first shots above I had it set to F8 because the main bolts were filling up the frame quite nicely and the bolts were close enough for that. However shot 3 could/should have been around F10 as it was very close to a blowout. However thankfully I was shooting in RAW (A must, if your camera has the option, for lightning photography) and was able to save the photo. The shot with the funnel was actually shot at F10 and was a blowout on the edge of frame, but once again thank you RAW. You will find that some bolts are just that much more powerfull compared to the rest of the ones that are happeneing. With the last shot overlooking Bendigo, I have stepped that one down to F4 because I was shooting at 10mm and the storm was that much further away because of the focal length. If that had been shot at the normal F8 it woul have been very very dark and would have only really seen the bolt and none of the cityscape.
Hope this all helps.
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I live in a world where I dont see to believe, but I believe to see...