I did a bunch of research on this and got the components to put together my own trigger (just another of my projects I need to carve out the time to actually get finished)
and there are a couple of important parts to the design of a GOOD lightning trigger (though none of them are complicated).
Before buying, I'd suggest asking these three questions:
1) What sort of sensor is being used. Is it an ordinary photo-transistor (sensitive to a broad range of light) or is it sensitive to
only IR (IMHO that is the only kind you want).
1b) If IR, then it is helpful to know what frequency of IR triggers the sensor. Basically you want it to be "blind" to visual light and trigger off the IR that is emitted by a lightning leader before the flash that we visually see. (This is the main reason lightning triggers work better than your reactions for daylight lightning photography). You can make a sensor blind to lower light by using the filter like Jason suggests, but you have to know what you are doing with filters. The dark red (like is on your old TV remotes blocks most light below infrared).
2) You want to know if the sensitivity is user-tune-able. (Like a potentiometer that allows you to tune it to where you want it to go off).
3) You want to know if the lightning trigger circuit is isolated from sending lethal voltage to your camera by an optocoupler. Your bargain lightning trigger won't seem like so much of a bargain if it fries your DSLR.
The components to build one yourself really don't cost much. I got enough to build two of them for $35 and plan to use old cheap-o electronic flash cases (gutted) to hold the circuit and slip in the hotshoe of the DSLR.
Sadly, one thing my K-x lacks that my K200D had is the remote shutter jack. However, this gives me an idea for an experiment: I wonder what the camera would do if I set it the camera for
remote triggering and then tried to let the lightning do the triggering for me? One would have to make sure that they were not covering the IR window on the grip with one's hand (tripod mounting would be best). For the remote to work it needs to be within 5 meters of the camera, but that is probably due to the power limitations of the remote itself, not the camera's triggering mechanism, so a good lightning bolt might set it off. If so, then any camera with IR triggering capabilities already has a built-in lightning trigger we just don't normally set our cameras to that mode of operation. I have a sneaking hunch that this won't work, mainly because I think a lot of people smarter than me would have figured it out before now and I'm not finding any evidence that they have.