"Like I was saying, there are lightning rods -- a lot of them -- placed all over the city. Now, as it stands right now, all the energy they capture is routed into four main grounding stations. In turn the stations ground all that energy into the ocean below."
Dr. Rodney McKay[src]

There are hundreds, if not thousands, of Lightning Rods located across the city of Atlantis which attract the lightning during storms and direct it to the Grounding stations to prevent the city from being damaged. During a massive storm in 2004 the Atlantis expedition utilised these to attract lightning to power the shield and protect the city from the storm. (SGA: "The Storm")