I don't. I figure the weakest electronics in my houses have always survived electrical storms for the past 40 years, the better stuff has more robust switching power supplies and I have never lost as much as an alarm clock or light bulb filament in a thunder storm so why would I worry about something with a far better power supply. A direct hit will take everything out no matter what is between the wall and the unit.

If its really bad I will unplug the Goose Juices powering the Studio stuff, but most of the time I leave everything plugged in and off.
Now brown outs are another story.I believe they are worse for electronics. They WILL cause power supplies to overheat. If I lived in Brownout country I would have a battery back up unit keeping the current level up.