It is something I have thought about several times, but it is probably restricted to firebenders. Firebenders are the only type of benders capable of producing lightning, so it would make sense that only they can redirect the energy in lightning. What I want to know is can airbending and firebending block lightning? We have seen earthbending blocking lightning, and water even has as well. For water, the lightning can only be blocked if the waterbender has let go of the water (i.e. forming a wave).
We've actually seen nothing from a bender block lightning. Electricity cuts through air, fire isn't even physically able to be touched. If firebenders could use fire to block, they wouldn't need to risk redirection.
Lightning has always blown through earth barriers. Katara didn't actually block Azula's attack, sure there was steamy collision but the lightning blast did indeed go right through.
The only defense against lightning would be redirection or a really thick natural land formation. I suppose metal would work but it's too conductive.