I've had two strikes:
The first was in a Dove at 8,000ft traversing a cold front to the south of Sardinia (en-route Malta-Nice). I thought I'd be clever and switched on the TKS anti-icing system before we entered cloud. To my consternation the fluid seeping out of the wing leading edge seemed to consist mostly of water and promptly froze into a ridge! I switched it off again*. Shortly after entering cloud there was a loud bang and a flash. No other signs or symptoms. After we landed and inspected the aircraft, we found a small scorched hole near the right hand wing root.
The second time was in a B.737-300 descending into Nice (again passing about 8,000ft). This time we saw the bolt hit the nose just forward of the windscreen. Again, no other adverse effects. After landing the ground engineer found some static wicks burned, and a small scorch mark on the nose.
*The aircraft had been sitting on the ground for a few months and we decided that the water must have been condensation that had formed in the TKS tank over that time.