While it's possible to have a power surge when the utility power comes back after an outage, it's more common in my experience to see power surges due to unexpected grid events (like mylar balloons shorting out power lines, a drunk driver knocking down a pole, lightning strikes, and so on).

All sensitive electronics should be connected via a good surge protector. That includes all computers and AV equipment. I've had good fortune with Trip-Lite and APC professionally.

A good whole-house surge suppressor sounds like a good idea, but I would also use individual surge suppressors in case something inside your house finds a way to cause a surge.

Make sure to check that the outlets you use are properly grounded if you want a surge suppressor to work correctly. It's a good idea to check this anyway. An outlet tester is cheap.