I was hit by a major surge caused by a lightning storm. It came in via the main power lines through my service entrance. The surge took out my entire sound system along with a lot of other electrical appliances, it also melted a number of outlets in some rooms and blew the plastic cover plates into pieces, burnt ones at that. I am not sure if a brickwall surge protector would do the job in such a situation, but I bought one after replacing all of my gear. My two Anthem M1 monoblocks are each plugged directly into dedicated 240 v/15 amp outlets, however I unplug the amps after each use, they are never allowed to be plugged in when not in use; that is the best protection. All of my other pieces are plugged into the Brickwall, which is the same thing as Zero Surge and thus far, no issues.
My main service entrance had one leg of the power drop melted at the cable clamp! I had the entire service entrance replaced with a new one with all copper busses. BTW, running all copper busses made a huge improvement in system performance; there is no resistive voltage drops as can happen with aluminum due to oxidation. A whole house surge protection device was installed at the service entrance too.