Jews say blessings all the time - over food, drinks, and even after using the bathroom. It's a way of recognizing something greater than ourselves (G-d) in our every day lives. While it's easy to pray to G-d during rough times, it seems to be a lot harder to involve G-d when things are going well.
Aside from the times that I mention, there are even more blessings to say that I find fascinating.
On hearing thunder or seeing a hurricane or feeling an earthquake:
Blessed are You, Lord our G-d, King of the Universe, whose power and might fill the world.
On seeing lightning or a shooting star:
Blessed are You, Lord our G-d, King of the Universe, who re-enacts the work of Creation.
On seeing a rainbow:
Blessed are You, Lord our G-d, King of the Universe, who remembers the Covenant, is faithful to the Covenant, and keeps His promise.
On hearing good news that concerns oneself and others:
Blessed are You, Lord our G-d, King of the Universe, who is good and does good.
On hearing bad news, G-d forbid:
Blessed are You, Lord our G-d, King of the Universe, the true Judge.
I really like when I get a chance to say one of these (other than the one for bad news) - I feel that I've been given an opportunity to involve G-d in my life as well as recognize G-d in those amazing things that we take for granted in nature.
I did wonder about thunderstorms when lightning and thunder occur more than one time. The answer I was given was that you can say each of those blessings once per storm.
Lively Introduction to Blessings