Hello from the northern edge of Lightening Alley! I live in Florida, on the northern edge of what is called Lightening Alley, my house has been directly hit once in the past 12 years (at least twice since it was built, one strike blasted a 50 foot antenna tower off of its concrete mount and brackets), my neighbors have been hit a few times in the past several years too, and there have been many (several hundred) strikes within about one block of me in that time.
For a reference to Lightening Alley, and some interesting info about lightening, see Roger Russell's (former Director of Acoustic Research at McIntosh Labs) web site,
http://www.roger-russell.com/lightning/lightning.htm
For surge protection, I use Tripp-Lite Isobar Ultra models, but for lightening protection, there is little to do besides unplug everything. And be sure that you disconnect any incoming leads or wires too, like if you have a FM tuner attached to your equipment, disconnect the outdoor antenna lead if you have one.
Keep in mind that the intense magnetic field that lightening produces can cause induced surges in any wire or conductors that are immersed in the rapidly building and collapsing field. So, if a severe enough storm is coming, I would certainly disconnect any and all wiring in a home studio. Especially so if you have any long snakes laying around in coils with one or both ends connected to equipment.