Well, for lightning effects, first, shine a LED torch/flashlight into the set from some random angle every time you want a strike, it's basic, and does for some great and realistic lighting effects.

For the actual bolts, I'd suggest making them in photo shop. Maybe a Google search could find you a tutorial, if not, I'll try to find a good method for you, or add them to the frames myself if you wish. But it would be really really really cool if you pulled off some in shot bolts. That could be nice.

Now, for rain...
I'm not really sure. xD

For blue ish night lighting, I shine my lamps onto my huge blue day background. Combined with your blue gels, you could make it even more blue.

I find that flashing a light, then dimming it, then taking the light away works out well.

I just crank the exposure up for lightning effects, and then I make the rain effects in Squirlz water reflections.

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Has anyone actually tried NOT using an overlay program like Squirlz to do rain effects? I'd personally love to see someone do some rain effects in Blender that actually seem to surround the characters instead of just being between them and the camera.