Neither a metal nor an insulating hat will have any significant affect on the chance of a direct hit by lightning. According to the US National Weather Service "Height, pointy shape, and isolation are the dominant factors controlling where a lightning bolt will strike.".
Metal objects objects close to the body may, however, increase injuries. A recent paper on "Do metal objects such as mobile phones increase lightning risk?" estimated that the object would have to be many metres in size to increase the chance of a direct strike, but metal objects on the body or held in the hand could increase the chance of a side strike jumping to the person if lightning strikes a nearby object or an unsafe shelter. A lightning strike may also heat or even melt metal objects in contact with the body and cause burns in addition to the direct lightning injuries.
Similarly, wearing insulating footwear offers no protection whatsoever against a direct lightning strike, but may offer some protection from ground currents from nearby lightning strikes. As recommended by the Naked Scientists, however, the best footwear when lightning is nearby is probably running shoes, so you can get to the nearest safe shelter - a substantial building or fully-enclosed vehicle - as fast as possible.