Lightning Effect

Step 1
First, create a new document and do a Filters -> Render -> Clouds (be sure that your foreground/background colors are set to black & white).

Step 2
Next, apply the Filters -> Render -> Difference Clouds. Keep doing this with CTRL-F until it looks the way you want it.

Step 3
Now, Invert the image by using Image -> Adjust -> Invert, or press CTRL-I.

Step 4
Now we need change the levels of the image sot that the shape is more like a lightning bolt, so go to Image -> Adjust -> Levels and adjust it until it looks good. Here is what I used for the settings:

Step 5
Finally, we can give them that glowing color that looks so cool. Go to Image -> Adjust ->Hue/Saturation. Check the colorize box and set it to a blue or purple color like below. And here is your final image: