Calculate the number of kilowatt-hours that a lightning bolt has in comparison to what just one home uses. According to Weather Imagery, lightning bolts average about 250 kilowatt-hours' worth of electricity. However, since the average home uses between 500 and 1,500 kilowatt-hours each month, it doesn't make sense to create new technology for rare events that wouldn't contribute that much to the grid.
Compare the charging rate with the ability of existing capacitors. Today's capacitors can store mammoth levels of power, but while a lightning bolt gets rid of its power in about 0.2 msec, existing capacitors can't handle anywhere near that rate of collection.
Consider how tall lightning collectors would need to be. Because lightning is whimsical in its direction, you can't guarantee that it would hit collection towers, even mounted on the tallest buildings in a particular neighborhood. Towers over 1,000 feet would be necessary. However, even in the most lightning-prone areas, you would not get enough lightning strikes to generate enough power to justify setting aside enough land for a "lightning farm."