Unplugging is the best way to go. Buying better surge suppressors and ups's afford you a warranty for your equipment, but even these will not stop a lightning strike. My neighbor had a near strike from lightning and two ups's and the three computers that were plugged into them smoked. The ups company paid off and he bought new equipment, which he now unplugs when a storm is coming.
Back when i used to sell surge suppressors customers would ask, will this protect my equipment from lightning? What i used to tell them, a bolt of lightning will jump several miles to hit your house, do you think that there is anything in this little box that will stop it? That would usually get the point across that unplugging is the best way to go.