Other things to think about are all of the sources running into your system. E.g., I'm an FM guy (remember those), so focused on grounding the antennae and a surge protector before that line comes into the system. I suppose one might also think about ethernet, but I'm not sure about that. As I understand it (and I don't really understand it) is that if the strike comes in through the breaker box, the whole house protector will help. If the strike somehow worms its way directly to a box (like through a coax cable running to an antennae), the whole house protector won't help. Proper grounding will also help.
My layperson's understanding of this arises from a strike that hit a pine tree in our front yard, ran through the water line into the house (i.e., not through the main breaker) and then proceeded to whack our security system, the garage door opener, several dimmers, etc. The lights were blinking on the MC 2301s that I owned then, which scared me to death. I unplugged and replugged them and they were fine. I had a Richard Grey device between them and the wall, which I continue to think helped. I've had two electricians look at everything since then and have been assured that I've done everything I can, but still I think the best advice is, unplug if in doubt. That advice only works though if one is home mostly and can predict when storms are coming. I work (lots ... too much) and we have lots of storms, so it's just not always possible for me to unplug in advance of a storm (and I'm not disciplined enough to unplug and replug every time I listen and leave). I also used it as an excuse to buy, first, PS Audio powerplants, which have now been replaced by Accuphase PS1230s (which also greatly improved the SQ).
But, in general, unplug.