The rotor wire leads go directly to the appropriate terminals on the control unit. If you have grounded the mast via a ground wire attached to an earth grounding rod then the rotor will also be grounded since it is in electrical (and physical) contact with the mast.
If you live in an very active lightning area you will want to ground the wires/cable that enter your house too. See the link for an example of a ground block for rotor cable. You would also want to do the same for the cable lead going to your set too right? The mast mounted ground may take most of the zap but there is a very real chance that some will enter the house via the cables unless you give it somewhere to get off. This is also important for near strikes too.
Use the heaviest wire you can and clean off the surfaces before making connection. Most lightning sites will tell you to have a single source ground. 1 ground rod for the entire house.
I see that you, too live in coastal Florida, where soil below our few inches of top soil is just pure, white sand, which is a lousy grounding conductor. The solution is a very deep grounding rod. Try to find the type of copper grounding rods that are threaded so that multiple rods can be screwed onto each other so that you can get down 16 feet or more for better ground potential. Unless you hit a pocket of marle or limestone (unlikely unless you are far inland on a ridge or in the Keys) you'll be amazed at how easy it is to get down that low. The idea is to enhance the ground potential of the rod by having more surface area in contact with the earth. An alternate approach is to sink multiple rods a few feet apart from each other and attach them together with grounding wire, if a deep, long grounding rod is impossible due to a pocket of marle or limestone in the way. (The Florida Peninsula is essentially made of sand over a substrate of marle ["gravellly" limestone] over a bedrock of limestone...none of which makes a particularly good electrical ground.)
Currently have everything grounded to the rod that the outside breaker box uses. I assumed that if it's good enough for the electric company then it should be good enough for grounding an antenna and satellite??
Actually the most likely point of entrance into your home for a lightning strike (assuming your power, antenna and dish are properly grounded) is probably your telephone service. I try to disconnect the phone line that's plugged into my DirecTV STB for pay-per-view ordering when an electrical storm approaches for this reason.
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