Just to clarify. You have to announce a Poke-Power. Therefore, you play the card down, then have to resolve effects of doing so (such as taking damage from a Stadium). I mean, you don't have to start your turn and Cosmic Power, do you? Then, after any effects are resolved, you are allowed to continue your turn normally. That's when you can use Sheet Lightning. The same applies to Moltres, Artucono, Mesperit, Azelf, Uxie, etc. However, Bodies instantly activate unless otherwise effected (like by a Dialga G LV. X being in play).