As a matter of fact we had a lighning storm a fortnight ago, with a strike so close, I could hear the electricity, followed by a a power cut. Never thought of that.
Gentleman: living in a country where the locals haven't quite figured out electricity (and a number of other things) and where we also have LOTS of thunderstorms, I couldn't imagine having a PC without a UPS.
And the UPS should have filters of course, and be earthed, and you should have a very fast-acting ECB on your power supply. And STILL turn everything off by hand if there's the slightest visual/audio hint of a storm in the area.
The same goes for satellite TV and things like electric gate motors. ECBs, UPSs, filters and good earthing.
And say your prayers, too, can't hurt.