I still keep everything plugged in through a surge protector which I care about.
Likewise in my case.
FWIW, I have my entire system protected by an Audience aR2p conditioner/surge suppressor ($695), and with my system at least it has no adverse sonic effects. Even if it did have some slight effects, though, I would probably use it anyway because I don't want my system (including the amp) exposed to any more risk than necessary.
I also use a Wiremold UL210BC power strip ($61) to expand the number of outlets (the Audience only provides two outlets). And I have a Shunyata Venom Defender ($200) plugged into the Wiremold, for additional protection and to minimize coupling of noise between components.
I should add, though, that the two amplifiers I've used with these things operate in class A, and hence draw current that doesn't fluctuate significantly as a function of the dynamics of the music (as it would in the case of class AB and especially class D amps). So I would be hesitant to extrapolate my findings to those kinds of amps.
Good luck. Regards,
-- Al