What you need to research is industrial power conditioning equipment.
The simplest form is a fuse box with a bank of MOV (metal oxide varistor)
such as http://www.littelfuse.com/metal_oxide_varistor.html

These suppress short term transient events (spikes with high voltage but short duration).

These are available as modules that a user can replace.

Apart from this there is little you can do that's cost effective.
Active suppressor devices are typically around $1000 per KVA and most houses are on the order of 10 to 35 KVA (connected load is what you are going to size for).

There is ample info on the net, but the idea is to have a balanced configuration protecting line to line (240 Volt) and line to ground (120 Volt).

You will also want to make certain your grounding electrode (ground rod) is sized correctly and has low impedance (The NEC allows in some cases 25 ohms) but you need around 2 ohms maximum.

Then you need fast acting fuses as MOV typically fail by shorting which then draws very high currents, so no dual element fuses, either single element or semiconductor type.

Any way you are also going to need a qualified electrician to install it.

Look around for Surge suppression system used in industry and you can get some "white papers" for additional background.

If you go the MOV route, your cost is going to be about $ 25 to $100 per KVA including wires, fuses and related glue (metaphor) to put it all together.

Other techniques exist but are very costly, such as constant voltage transformers, active (rectifier bridge and inverter) conditioners as well as line reactors.

We use this stuff in industry and depend on economies of scale to keep cost controlled, even then we rarely cover an entire power system (most plants use between 25 and 100 MVA = Mega Volt Amperes == not quite but almost mega watts to the non-technical).

Also one final note, if you suffer lightning problems remember power line coupling is not the only problem, cable, phones and other items such as antenna can route spikes in.